+594.1%
EWT vs M
+165.1%
+429.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +4.0% | +4.7% | -0.8% | +3.0% |
| 30D | +10.3% | -9.6% | +19.9% | +12.5% |
| 3M | +6.1% | +0.9% | +5.2% | +5.5% |
| 6M | +56.6% | +22.3% | +34.4% | +49.3% |
| YTD | +76.6% | +6.5% | +70.1% | +72.5% |
| 1Y | +97.9% | +38.8% | +59.1% | +82.3% |
| 3Y | +198.0% | +115.9% | +82.1% | +138.9% |
| 5Y | +151.8% | +28.6% | +123.1% | +109.6% |
| 10Y | +514.1% | -2.5% | +516.7% | +353.3% |
| All | +594.1% | +165.1% | +429.0% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling