+502.6%
EWT vs EXC
+159.4%
+343.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +4.8% | -2.4% | +7.2% | +5.3% |
| 3M | +11.1% | -4.0% | +15.1% | +11.9% |
| 6M | +54.6% | -9.8% | +64.4% | +57.6% |
| YTD | +71.4% | +2.3% | +69.1% | +69.2% |
| 1Y | +82.1% | +3.8% | +78.3% | +78.7% |
| 3Y | +193.2% | +19.7% | +173.5% | +172.8% |
| 5Y | +146.1% | +45.6% | +100.5% | +111.6% |
| All | +502.6% | +159.4% | +343.2% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling