+60.3%
EWT vs HWM
+7.8%
+52.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.6% | +5.0% |
| 7D | +3.2% | +5.0% | -1.8% | +1.6% |
| 30D | -12.3% | +1.5% | -13.8% | -12.8% |
| 3M | -3.6% | -20.3% | +16.7% | +3.4% |
| 6M | +3.1% | -18.0% | +21.2% | +9.3% |
| YTD | +57.7% | +9.5% | +48.2% | +52.4% |
| 1Y | +60.3% | +7.5% | +52.8% | +56.4% |
| All | +60.3% | +7.8% | +52.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling