+670.3%
EWT vs INDA
+109.8%
+560.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +2.1% | -2.6% | +4.7% | +3.6% |
| 30D | +9.4% | -2.9% | +12.3% | +11.1% |
| 3M | +10.9% | +2.4% | +8.5% | +9.6% |
| 6M | +57.9% | -2.6% | +60.6% | +60.6% |
| YTD | +75.9% | -10.0% | +85.9% | +86.5% |
| 1Y | +89.7% | -7.7% | +97.4% | +98.3% |
| 3Y | +200.9% | +8.9% | +192.0% | +188.2% |
| 5Y | +154.5% | +6.0% | +148.5% | +146.6% |
| 10Y | +520.8% | +84.4% | +436.4% | +343.6% |
| All | +670.3% | +109.8% | +560.5% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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