+157.1%
EWT vs SM
-3.9%
+161.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | +9.1% | +9.4% | -0.3% | +8.6% |
| 30D | -12.2% | -14.4% | +2.1% | -11.7% |
| 3M | -9.4% | +1.6% | -11.0% | -9.9% |
| 6M | +2.7% | +6.3% | -3.7% | +1.4% |
| YTD | +53.3% | +78.8% | -25.5% | +39.4% |
| 1Y | +59.2% | +83.1% | -24.0% | +44.0% |
| 3Y | +157.1% | -5.9% | +163.0% | +139.7% |
| All | +157.1% | -3.9% | +161.0% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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