+520.8%
EWT vs M
-7.1%
+527.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.7% |
| 7D | +2.1% | -4.1% | +6.2% | +2.6% |
| 30D | +9.4% | -13.6% | +23.0% | +11.2% |
| 3M | +10.9% | -2.3% | +13.2% | +10.9% |
| 6M | +57.9% | +21.9% | +36.0% | +53.7% |
| YTD | +75.9% | -0.6% | +76.5% | +75.0% |
| 1Y | +89.7% | +29.7% | +60.0% | +82.5% |
| 3Y | +200.9% | +107.3% | +93.6% | +168.2% |
| 5Y | +154.5% | +20.5% | +134.0% | +133.9% |
| 10Y | +520.8% | -6.1% | +526.9% | +417.0% |
| All | +520.8% | -7.1% | +527.9% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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