+452.3%
EWT vs EXC
+205.3%
+247.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | +9.1% | +1.4% | +7.7% | +8.8% |
| 30D | -12.2% | +8.6% | -20.8% | -13.9% |
| 3M | -9.4% | +2.4% | -11.8% | -10.0% |
| 6M | +2.7% | +6.5% | -3.8% | +0.7% |
| YTD | +53.3% | +9.0% | +44.2% | +49.0% |
| 1Y | +59.2% | +4.6% | +54.6% | +56.2% |
| 3Y | +157.1% | +33.5% | +123.6% | +133.0% |
| 5Y | +119.6% | +41.4% | +78.2% | +92.5% |
| All | +452.3% | +205.3% | +247.0% | +284.6% |
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