+199.8%
EWT vs O
+28.0%
+171.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.1% | -2.3% | +4.4% | +2.2% |
| 30D | +9.4% | -2.4% | +11.8% | +9.5% |
| 3M | +10.9% | -0.6% | +11.5% | +10.5% |
| 6M | +57.9% | -5.0% | +62.9% | +58.4% |
| YTD | +75.9% | +10.4% | +65.5% | +73.0% |
| 1Y | +89.7% | +6.6% | +83.1% | +87.4% |
| All | +199.8% | +28.0% | +171.8% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling