+451.6%
EWT vs EXC
+201.2%
+250.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | +13.2% | -1.9% | +15.2% | +13.7% |
| 30D | -14.3% | +7.8% | -22.1% | -15.8% |
| 3M | -8.4% | +1.9% | -10.3% | -8.9% |
| 6M | +3.7% | +3.4% | +0.3% | +2.4% |
| YTD | +53.1% | +7.6% | +45.5% | +49.2% |
| 1Y | +55.5% | +2.1% | +53.4% | +53.5% |
| 3Y | +155.6% | +29.6% | +126.0% | +133.4% |
| 5Y | +119.3% | +39.5% | +79.8% | +92.8% |
| All | +451.6% | +201.2% | +250.3% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling