+675.8%
EWT vs PSX
+1,159.1%
-483.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +1.6% | +2.8% | -1.2% | +1.0% |
| 30D | +8.2% | +27.8% | -19.6% | +2.4% |
| 3M | +11.1% | +42.0% | -31.0% | +2.3% |
| 6M | +60.4% | +58.1% | +2.3% | +43.3% |
| YTD | +75.6% | +105.0% | -29.5% | +47.1% |
| 1Y | +91.3% | +104.9% | -13.6% | +59.9% |
| 3Y | +200.3% | +134.1% | +66.2% | +138.5% |
| 5Y | +156.4% | +363.8% | -207.5% | +67.8% |
| 10Y | +495.8% | +370.1% | +125.7% | +259.2% |
| All | +675.8% | +1,159.1% | -483.3% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling