+102.7%
EWT vs RF
+42.5%
+60.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -11.7% | -0.9% | -10.8% | -11.5% |
| 30D | -23.2% | +6.0% | -29.3% | -24.4% |
| 3M | -12.5% | -8.9% | -3.6% | -10.3% |
| 6M | -5.9% | +2.3% | -8.3% | -6.9% |
| YTD | +40.5% | +7.6% | +32.9% | +36.6% |
| 1Y | +43.7% | +21.2% | +22.6% | +35.0% |
| 3Y | +136.6% | +108.5% | +28.1% | +86.6% |
| All | +102.7% | +42.5% | +60.1% | +73.7% |
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