+519.9%
EWT vs M
+188.2%
+331.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +3.2% | -3.3% | +6.5% | +4.0% |
| 30D | -12.3% | +8.1% | -20.4% | -13.9% |
| 3M | -3.6% | +2.2% | -5.8% | -4.4% |
| 6M | +3.1% | +35.1% | -32.0% | -3.8% |
| YTD | +57.7% | +15.8% | +41.9% | +51.0% |
| 1Y | +60.3% | +25.8% | +34.4% | +50.5% |
| 3Y | +163.4% | +156.2% | +7.1% | +103.8% |
| 5Y | +127.4% | -2.4% | +129.8% | +102.7% |
| 10Y | +462.7% | -7.1% | +469.8% | +324.4% |
| All | +519.9% | +188.2% | +331.7% | +159.5% |
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