+114.9%
EWT vs S
-67.5%
+182.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.7% | +1.4% | -5.0% | -3.7% |
| 30D | -17.2% | -10.8% | -6.4% | -16.1% |
| 3M | -7.3% | +5.4% | -12.7% | -8.4% |
| 6M | -1.5% | +41.2% | -42.7% | -6.5% |
| YTD | +49.0% | +56.2% | -7.2% | +38.9% |
| 1Y | +50.6% | +36.3% | +14.3% | +42.5% |
| 3Y | +148.9% | +49.4% | +99.5% | +128.8% |
| All | +114.9% | -67.5% | +182.5% | +116.2% |
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