+518.3%
EWT vs EXC
+161.2%
+357.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +9.4% | -0.9% | +10.2% | +9.6% |
| 3M | +10.9% | -2.7% | +13.6% | +11.2% |
| 6M | +57.9% | -9.4% | +67.3% | +60.8% |
| YTD | +75.9% | +3.0% | +72.9% | +73.3% |
| 1Y | +89.7% | +5.1% | +84.6% | +85.6% |
| 3Y | +200.9% | +20.6% | +180.3% | +179.5% |
| 5Y | +154.5% | +45.7% | +108.8% | +119.0% |
| All | +518.3% | +161.2% | +357.1% | +325.2% |
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