+119.0%
EWT vs RF
+47.5%
+71.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +9.1% | +1.9% | +7.2% | +8.6% |
| 30D | -12.2% | +7.3% | -19.5% | -13.9% |
| 3M | -9.4% | -7.9% | -1.5% | -7.4% |
| 6M | +2.7% | +10.5% | -7.9% | -0.6% |
| YTD | +53.3% | +9.6% | +43.6% | +48.3% |
| 1Y | +59.2% | +20.3% | +38.9% | +49.8% |
| 3Y | +157.1% | +119.5% | +37.6% | +99.9% |
| All | +119.0% | +47.5% | +71.5% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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