+82.1%
EWT vs S
+10.1%
+72.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +4.8% | -11.8% | +16.6% | +6.0% |
| 3M | +11.1% | +33.9% | -22.8% | +6.0% |
| 6M | +54.6% | +40.1% | +14.5% | +45.9% |
| YTD | +71.4% | +32.1% | +39.4% | +62.5% |
| 1Y | +82.1% | +11.0% | +71.1% | +76.9% |
| All | +82.1% | +10.1% | +72.0% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling