+3.7%
EWT vs S
+39.7%
-36.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.3% | -2.0% |
| 7D | +13.2% | +4.1% | +9.2% | +12.8% |
| 30D | -14.3% | -7.2% | -7.1% | -13.7% |
| 3M | -8.4% | 0.0% | -8.4% | -7.3% |
| 6M | +3.7% | +41.6% | -37.9% | +2.0% |
| All | +3.7% | +39.7% | -36.0% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling