+452.2%
EWT vs RF
+308.9%
+143.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.2% |
| 3M | -12.5% | -8.9% | -3.6% | -10.7% |
| 6M | -5.9% | +2.3% | -8.3% | -6.7% |
| YTD | +40.5% | +7.6% | +32.9% | +37.5% |
| 1Y | +43.7% | +21.2% | +22.6% | +37.0% |
| 3Y | +136.6% | +108.5% | +28.1% | +97.6% |
| 5Y | +105.1% | +43.2% | +61.9% | +82.6% |
| 10Y | +387.0% | +288.1% | +98.9% | +226.6% |
| All | +452.2% | +308.9% | +143.3% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling