+84.9%
EWT vs O
+5.4%
+79.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -2.9% | +1.7% | -1.8% |
| 30D | +4.5% | -4.5% | +9.0% | +3.3% |
| 3M | +8.3% | -2.6% | +10.9% | +7.2% |
| 6M | +54.2% | -5.6% | +59.9% | +53.7% |
| YTD | +74.6% | +9.3% | +65.3% | +70.7% |
| 1Y | +84.9% | +4.3% | +80.6% | +80.4% |
| All | +84.9% | +5.4% | +79.5% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling