+602.8%
EWT vs P
+485.4%
+117.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +4.0% | +6.5% | -2.6% | +2.7% |
| 30D | +10.3% | +18.8% | -8.5% | +6.1% |
| 3M | +6.1% | +26.7% | -20.7% | +0.7% |
| 6M | +56.6% | +62.2% | -5.5% | +41.3% |
| YTD | +76.6% | +48.5% | +28.1% | +60.9% |
| 1Y | +97.9% | +26.4% | +71.5% | +83.1% |
| 3Y | +198.0% | +159.4% | +38.6% | +131.2% |
| 5Y | +151.8% | +275.8% | -124.0% | +78.5% |
| 10Y | +514.1% | +732.0% | -217.9% | +264.1% |
| All | +602.8% | +485.4% | +117.5% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling