+55.2%
EWT vs STZ
+14.7%
+40.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -0.2% |
| 7D | -10.9% | +13.0% | -23.9% | -8.7% |
| 30D | -17.7% | +29.4% | -47.2% | -14.2% |
| 3M | -5.0% | +11.6% | -16.6% | -2.5% |
| 6M | +7.4% | -0.2% | +7.6% | +9.9% |
| YTD | +52.8% | +8.6% | +44.3% | +52.1% |
| 1Y | +55.2% | +15.9% | +39.3% | +54.3% |
| All | +55.2% | +14.7% | +40.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling