+119.3%
EWT vs FICO
+87.6%
+31.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.4% | -2.8% |
| 7D | +13.2% | +1.4% | +11.8% | +13.1% |
| 30D | -14.3% | -0.8% | -13.5% | -14.4% |
| 3M | -8.4% | -31.3% | +22.9% | -5.7% |
| 6M | +3.7% | -33.9% | +37.7% | +5.7% |
| YTD | +53.1% | -57.6% | +110.6% | +67.0% |
| 1Y | +55.5% | -59.7% | +115.2% | +71.1% |
| 3Y | +155.6% | -28.0% | +183.7% | +138.1% |
| 5Y | +119.3% | +91.0% | +28.4% | +61.0% |
| All | +119.3% | +87.6% | +31.8% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling