+2.7%
EWT vs STZ
+4.3%
-1.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.4% |
| 7D | +9.1% | +2.6% | +6.6% | +10.0% |
| 30D | -12.2% | +15.2% | -27.4% | -7.1% |
| 3M | -9.4% | +7.6% | -17.1% | -5.5% |
| 6M | +2.7% | +5.3% | -2.6% | +7.7% |
| All | +2.7% | +4.3% | -1.7% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling