+119.0%
EWT vs STZ
-29.4%
+148.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +9.1% | +2.6% | +6.6% | +8.8% |
| 30D | -12.2% | +15.2% | -27.4% | -13.7% |
| 3M | -9.4% | +7.6% | -17.1% | -10.2% |
| 6M | +2.7% | +5.3% | -2.6% | +1.8% |
| YTD | +53.3% | +8.6% | +44.6% | +49.5% |
| 1Y | +59.2% | +15.6% | +43.6% | +52.9% |
| 3Y | +157.1% | -35.2% | +192.3% | +178.6% |
| All | +119.0% | -29.4% | +148.4% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling