+154.0%
EWT vs S
-71.9%
+225.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +1.6% | -5.8% | +7.5% | +2.4% |
| 30D | +8.2% | -9.2% | +17.4% | +9.2% |
| 3M | +11.1% | +23.4% | -12.3% | +7.6% |
| 6M | +60.4% | +36.9% | +23.5% | +52.9% |
| YTD | +75.6% | +29.5% | +46.0% | +68.1% |
| 1Y | +91.3% | +5.4% | +85.9% | +87.2% |
| 3Y | +200.3% | +14.7% | +185.6% | +185.6% |
| All | +154.0% | -71.9% | +225.9% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling