+158.3%
EWT vs S
-56.8%
+215.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +4.0% | -7.7% | +11.7% | +4.9% |
| 30D | +10.3% | -5.3% | +15.6% | +10.7% |
| 3M | +6.1% | +20.3% | -14.2% | +3.2% |
| 6M | +56.6% | +47.4% | +9.3% | +48.1% |
| YTD | +76.6% | +32.5% | +44.0% | +68.8% |
| 1Y | +97.9% | +9.5% | +88.3% | +92.9% |
| 3Y | +198.0% | +15.5% | +182.5% | +183.5% |
| 5Y | +151.8% | -71.2% | +223.0% | +155.6% |
| All | +158.3% | -56.8% | +215.0% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling