+154.5%
EWT vs EW
-29.9%
+184.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.1% | -5.1% | +7.2% | +3.2% |
| 30D | +9.4% | -6.4% | +15.7% | +10.8% |
| 3M | +10.9% | -1.6% | +12.4% | +11.0% |
| 6M | +57.9% | +2.3% | +55.7% | +56.8% |
| YTD | +75.9% | +1.1% | +74.8% | +74.9% |
| 1Y | +89.7% | +8.0% | +81.7% | +86.0% |
| 3Y | +200.9% | +16.3% | +184.5% | +180.1% |
| 5Y | +154.5% | -29.4% | +183.9% | +166.5% |
| All | +154.5% | -29.9% | +184.4% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling