+60.3%
EWT vs P
+17.1%
+43.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.4% | +4.7% |
| 7D | +3.2% | -4.7% | +7.9% | +4.5% |
| 30D | -12.3% | -31.4% | +19.1% | -4.9% |
| 3M | -3.6% | -2.6% | -1.0% | -3.8% |
| 6M | +3.1% | +21.9% | -18.8% | -4.2% |
| YTD | +57.7% | +58.9% | -1.2% | +39.7% |
| 1Y | +60.3% | +21.7% | +38.5% | +43.4% |
| All | +60.3% | +17.1% | +43.1% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling