+123.9%
EWT vs S
-51.5%
+175.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.3% | -2.2% |
| 7D | +13.2% | +4.1% | +9.2% | +12.7% |
| 30D | -14.3% | -7.2% | -7.1% | -13.5% |
| 3M | -8.4% | 0.0% | -8.4% | -8.8% |
| 6M | +3.7% | +41.6% | -37.9% | -1.4% |
| YTD | +53.1% | +48.6% | +4.5% | +44.0% |
| 1Y | +55.5% | +30.0% | +25.5% | +48.4% |
| 3Y | +155.6% | +42.2% | +113.5% | +137.5% |
| 5Y | +119.3% | -70.8% | +190.1% | +121.0% |
| All | +123.9% | -51.5% | +175.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling