+501.1%
EWT vs HWM
+1,494.1%
-993.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +4.0% | -2.1% | +6.1% | +4.4% |
| 30D | +10.3% | -11.0% | +21.3% | +13.1% |
| 3M | +6.1% | +4.0% | +2.0% | +4.9% |
| 6M | +56.6% | -0.2% | +56.9% | +56.1% |
| YTD | +76.6% | +26.7% | +49.9% | +66.8% |
| 1Y | +97.9% | +44.7% | +53.1% | +81.4% |
| 3Y | +198.0% | +426.1% | -228.1% | +104.9% |
| 5Y | +151.8% | +738.5% | -586.7% | +56.2% |
| All | +501.1% | +1,494.1% | -993.0% | +223.2% |
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