+452.3%
EWT vs EW
+254.3%
+198.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +9.1% | +4.9% | +4.2% | +8.0% |
| 30D | -12.2% | +23.9% | -36.2% | -16.5% |
| 3M | -9.4% | +15.8% | -25.2% | -12.6% |
| 6M | +2.7% | +31.7% | -29.0% | -4.0% |
| YTD | +53.3% | +25.7% | +27.6% | +44.6% |
| 1Y | +59.2% | +24.4% | +34.7% | +50.5% |
| 3Y | +157.1% | +65.9% | +91.2% | +117.9% |
| 5Y | +119.6% | -7.6% | +127.2% | +112.9% |
| All | +452.3% | +254.3% | +198.0% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling