+594.1%
EWT vs O
+2,085.6%
-1,491.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +4.0% | -0.7% | +4.7% | +4.2% |
| 30D | +10.3% | -1.9% | +12.2% | +11.0% |
| 3M | +6.1% | +3.8% | +2.2% | +4.1% |
| 6M | +56.6% | -4.7% | +61.4% | +58.4% |
| YTD | +76.6% | +12.5% | +64.1% | +68.0% |
| 1Y | +97.9% | +10.8% | +87.0% | +89.0% |
| 3Y | +198.0% | +28.8% | +169.2% | +165.6% |
| 5Y | +151.8% | +13.2% | +138.6% | +133.0% |
| 10Y | +514.1% | +53.5% | +460.7% | +371.2% |
| All | +594.1% | +2,085.6% | -1,491.5% | +49.5% |
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