+501.7%
EWT vs EXC
+689.4%
-187.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | +13.2% | -1.9% | +15.2% | +13.9% |
| 30D | -14.3% | +7.8% | -22.1% | -16.6% |
| 3M | -8.4% | +1.9% | -10.3% | -9.3% |
| 6M | +3.7% | +3.4% | +0.3% | +1.8% |
| YTD | +53.1% | +7.6% | +45.5% | +47.5% |
| 1Y | +55.5% | +2.1% | +53.4% | +52.4% |
| 3Y | +155.6% | +29.6% | +126.0% | +125.9% |
| 5Y | +119.3% | +39.5% | +79.8% | +85.5% |
| 10Y | +446.2% | +200.2% | +246.0% | +230.1% |
| All | +501.7% | +689.4% | -187.7% | +265.3% |
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 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