+200.3%
EWT vs S
+13.8%
+186.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | +1.6% | -5.8% | +7.5% | +2.6% |
| 30D | +8.2% | -9.2% | +17.4% | +9.4% |
| 3M | +11.1% | +23.4% | -12.3% | +6.5% |
| 6M | +60.4% | +36.9% | +23.5% | +50.3% |
| YTD | +75.6% | +29.5% | +46.0% | +65.5% |
| 1Y | +91.3% | +5.4% | +85.9% | +86.0% |
| 3Y | +200.3% | +14.7% | +185.6% | +181.8% |
| All | +200.3% | +13.8% | +186.5% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling