+200.3%
EWT vs P
+159.9%
+40.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +1.6% | +7.8% | -6.2% | +0.1% |
| 30D | +8.2% | +12.3% | -4.1% | +5.0% |
| 3M | +11.1% | +37.1% | -26.0% | +3.2% |
| 6M | +60.4% | +66.1% | -5.6% | +43.1% |
| YTD | +75.6% | +50.9% | +24.6% | +58.5% |
| 1Y | +91.3% | +27.2% | +64.1% | +75.2% |
| 3Y | +200.3% | +158.7% | +41.6% | +133.6% |
| All | +200.3% | +159.9% | +40.4% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling