+146.1%
EWT vs PSX
+357.6%
-211.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.3% |
| 30D | +4.8% | +15.8% | -11.0% | +2.3% |
| 3M | +11.1% | +43.0% | -31.9% | +4.5% |
| 6M | +54.6% | +61.1% | -6.5% | +41.3% |
| YTD | +71.4% | +104.5% | -33.1% | +48.7% |
| 1Y | +82.1% | +102.5% | -20.4% | +58.0% |
| 3Y | +193.2% | +133.5% | +59.7% | +141.6% |
| 5Y | +146.1% | +367.0% | -220.9% | +73.3% |
| All | +146.1% | +357.6% | -211.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling