+407.4%
EWT vs HWM
+1,247.7%
-840.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | -17.2% | -2.7% | -14.5% | -16.8% |
| 3M | -7.3% | -22.7% | +15.4% | -2.2% |
| 6M | -1.5% | -18.9% | +17.5% | +2.8% |
| YTD | +49.0% | +7.1% | +42.0% | +45.8% |
| 1Y | +50.6% | +4.7% | +45.9% | +48.0% |
| 3Y | +148.9% | +345.6% | -196.7% | +77.3% |
| 5Y | +116.1% | +588.3% | -472.2% | +39.8% |
| 10Y | +427.8% | +1,516.2% | -1,088.3% | +194.3% |
| All | +407.4% | +1,247.7% | -840.4% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling