+573.9%
EWT vs ITW
+1,562.7%
-988.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | -1.1% | -2.4% | +1.3% | +0.2% |
| 30D | +4.8% | -9.5% | +14.3% | +10.5% |
| 3M | +11.1% | +6.6% | +4.5% | +6.8% |
| 6M | +54.6% | -1.8% | +56.4% | +55.0% |
| YTD | +71.4% | +9.0% | +62.4% | +62.0% |
| 1Y | +82.1% | +3.6% | +78.5% | +76.2% |
| 3Y | +193.2% | +19.4% | +173.8% | +159.4% |
| 5Y | +146.1% | +36.4% | +109.7% | +98.1% |
| 10Y | +505.0% | +190.0% | +315.0% | +192.7% |
| All | +573.9% | +1,562.7% | -988.8% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling