+513.6%
EWT vs ITW
+194.8%
+318.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | +4.5% | -8.3% | +12.8% | +8.2% |
| 3M | +8.3% | +6.0% | +2.2% | +5.2% |
| 6M | +54.2% | 0.0% | +54.2% | +53.4% |
| YTD | +74.6% | +10.2% | +64.4% | +66.3% |
| 1Y | +84.9% | +3.2% | +81.7% | +80.7% |
| 3Y | +197.5% | +21.0% | +176.6% | +169.4% |
| 5Y | +150.6% | +37.9% | +112.7% | +111.6% |
| All | +513.6% | +194.8% | +318.8% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling