+502.5%
EWT vs O
+2,019.4%
-1,516.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +9.1% | -0.4% | +9.5% | +9.3% |
| 30D | -12.2% | +7.1% | -19.3% | -14.5% |
| 3M | -9.4% | -5.2% | -4.2% | -7.9% |
| 6M | +2.7% | -1.8% | +4.4% | +2.5% |
| YTD | +53.3% | +9.1% | +44.2% | +47.1% |
| 1Y | +59.2% | +9.7% | +49.5% | +52.3% |
| 3Y | +157.1% | +39.1% | +118.0% | +122.5% |
| 5Y | +119.6% | +8.4% | +111.3% | +106.3% |
| 10Y | +446.9% | +80.2% | +366.8% | +292.7% |
| All | +502.5% | +2,019.4% | -1,516.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling