+594.1%
EWT vs STZ
+2,181.1%
-1,587.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +4.0% | -1.9% | +5.9% | +4.5% |
| 30D | +10.3% | -1.9% | +12.2% | +10.7% |
| 3M | +6.1% | -6.2% | +12.3% | +7.3% |
| 6M | +56.6% | -14.0% | +70.6% | +61.4% |
| YTD | +76.6% | -5.1% | +81.7% | +76.3% |
| 1Y | +97.9% | -9.6% | +107.4% | +99.6% |
| 3Y | +198.0% | -47.2% | +245.2% | +242.7% |
| 5Y | +151.8% | -33.6% | +185.3% | +169.2% |
| 10Y | +514.1% | -9.8% | +523.9% | +475.8% |
| All | +594.1% | +2,181.1% | -1,587.0% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling