+594.1%
EWT vs EXC
+655.0%
-60.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.2% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +10.3% | -3.7% | +14.0% | +11.6% |
| 3M | +6.1% | -1.3% | +7.4% | +6.0% |
| 6M | +56.6% | -9.7% | +66.3% | +60.9% |
| YTD | +76.6% | +2.9% | +73.7% | +73.2% |
| 1Y | +97.9% | +4.4% | +93.5% | +92.7% |
| 3Y | +198.0% | +22.2% | +175.8% | +169.0% |
| 5Y | +151.8% | +46.7% | +105.0% | +108.9% |
| 10Y | +514.1% | +155.3% | +358.8% | +295.0% |
| All | +594.1% | +655.0% | -60.9% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling