+200.3%
EWT vs HWM
+385.3%
-185.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.7% | +10.1% | +2.5% |
| 7D | +1.6% | -9.2% | +10.8% | +4.3% |
| 30D | +8.2% | -17.9% | +26.1% | +14.1% |
| 3M | +11.1% | -6.0% | +17.1% | +12.6% |
| 6M | +60.4% | -7.4% | +67.8% | +62.7% |
| YTD | +75.6% | +13.1% | +62.5% | +68.2% |
| 1Y | +91.3% | +29.3% | +62.0% | +76.4% |
| 3Y | +200.3% | +389.9% | -189.6% | +98.4% |
| All | +200.3% | +385.3% | -185.0% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling