+485.8%
EWT vs EXC
+687.7%
-201.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | -17.2% | +9.0% | -26.2% | -19.7% |
| 3M | -7.3% | +3.3% | -10.6% | -8.6% |
| 6M | -1.5% | +5.7% | -7.1% | -4.1% |
| YTD | +49.0% | +7.3% | +41.7% | +43.7% |
| 1Y | +50.6% | +2.9% | +47.7% | +47.2% |
| 3Y | +148.9% | +29.3% | +119.6% | +120.1% |
| 5Y | +116.1% | +40.1% | +76.0% | +82.5% |
| 10Y | +427.8% | +197.7% | +230.2% | +220.0% |
| All | +485.8% | +687.7% | -201.9% | +255.9% |
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