+84.9%
EWT vs NWSA
+3.0%
+81.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -2.8% | +1.7% | -1.3% |
| 30D | +4.5% | +3.0% | +1.4% | +4.6% |
| 3M | +8.3% | +12.3% | -4.1% | +8.5% |
| 6M | +54.2% | +21.9% | +32.4% | +52.0% |
| YTD | +74.6% | +13.6% | +61.0% | +73.3% |
| 1Y | +84.9% | +0.5% | +84.4% | +84.0% |
| All | +84.9% | +3.0% | +81.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling