+199.2%
EWT vs EW
+17.2%
+182.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | -0.1% |
| 7D | +1.6% | -4.4% | +6.1% | +2.3% |
| 30D | +8.2% | -3.3% | +11.5% | +8.7% |
| 3M | +11.1% | +1.0% | +10.0% | +10.7% |
| 6M | +60.4% | +6.2% | +54.2% | +58.8% |
| YTD | +75.6% | +1.7% | +73.8% | +74.6% |
| 1Y | +91.3% | +8.1% | +83.2% | +88.9% |
| All | +199.2% | +17.2% | +182.1% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling