+156.4%
EWT vs EXC
+48.6%
+107.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +8.2% | -2.7% | +10.9% | +8.3% |
| 3M | +11.1% | -1.0% | +12.0% | +10.9% |
| 6M | +60.4% | -9.3% | +69.7% | +61.3% |
| YTD | +75.6% | +3.6% | +71.9% | +74.4% |
| 1Y | +91.3% | +5.9% | +85.4% | +89.5% |
| 3Y | +200.3% | +21.3% | +179.0% | +190.7% |
| 5Y | +156.4% | +46.2% | +110.2% | +143.3% |
| All | +156.4% | +48.6% | +107.7% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling