+513.6%
EWT vs O
+54.0%
+459.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -1.1% | -2.9% | +1.7% | -0.4% |
| 30D | +4.5% | -4.5% | +9.0% | +5.7% |
| 3M | +8.3% | -2.6% | +10.9% | +8.6% |
| 6M | +54.2% | -5.6% | +59.9% | +55.9% |
| YTD | +74.6% | +9.3% | +65.3% | +69.4% |
| 1Y | +84.9% | +4.3% | +80.6% | +81.6% |
| 3Y | +197.5% | +27.4% | +170.1% | +173.2% |
| 5Y | +150.6% | +17.1% | +133.5% | +134.5% |
| All | +513.6% | +54.0% | +459.6% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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