+148.9%
EWT vs FICO
-24.1%
+173.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -3.7% | +0.9% | -4.5% | -3.7% |
| 30D | -17.2% | +9.4% | -26.6% | -17.6% |
| 3M | -7.3% | -30.4% | +23.1% | -6.2% |
| 6M | -1.5% | -35.1% | +33.6% | -1.0% |
| YTD | +49.0% | -56.8% | +105.8% | +57.2% |
| 1Y | +50.6% | -58.4% | +109.0% | +59.6% |
| 3Y | +148.9% | -26.7% | +175.6% | +128.2% |
| All | +148.9% | -24.1% | +173.0% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling