+427.8%
EWT vs P
+691.2%
-263.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -3.7% | -13.3% | +9.7% | -0.7% |
| 30D | -17.2% | -34.0% | +16.8% | -10.2% |
| 3M | -7.3% | +4.1% | -11.4% | -8.9% |
| 6M | -1.5% | +30.5% | -32.0% | -8.2% |
| YTD | +49.0% | +52.2% | -3.2% | +33.9% |
| 1Y | +50.6% | +10.3% | +40.3% | +42.0% |
| 3Y | +148.9% | +180.9% | -32.0% | +86.5% |
| 5Y | +116.1% | +259.7% | -143.6% | +50.3% |
| 10Y | +427.8% | +652.6% | -224.8% | +207.9% |
| All | +427.8% | +691.2% | -263.3% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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