+501.7%
EWT vs M
+182.2%
+319.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | +13.2% | +0.6% | +12.7% | +13.1% |
| 30D | -14.3% | +7.0% | -21.3% | -15.6% |
| 3M | -8.4% | +3.1% | -11.6% | -9.3% |
| 6M | +3.7% | +33.5% | -29.8% | -3.0% |
| YTD | +53.1% | +13.4% | +39.7% | +47.2% |
| 1Y | +55.5% | +22.4% | +33.1% | +46.9% |
| 3Y | +155.6% | +150.9% | +4.8% | +98.7% |
| 5Y | +119.3% | -3.0% | +122.4% | +95.7% |
| 10Y | +446.2% | -9.1% | +455.2% | +313.8% |
| All | +501.7% | +182.2% | +319.5% | +153.0% |
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 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