+573.9%
EWT vs SU
+1,972.3%
-1,398.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | +4.8% | +9.6% | -4.8% | +2.1% |
| 3M | +11.1% | +11.7% | -0.6% | +7.2% |
| 6M | +54.6% | +21.9% | +32.7% | +44.8% |
| YTD | +71.4% | +58.6% | +12.8% | +49.0% |
| 1Y | +82.1% | +66.5% | +15.6% | +55.9% |
| 3Y | +193.2% | +121.4% | +71.8% | +128.1% |
| 5Y | +146.1% | +355.7% | -209.6% | +50.1% |
| 10Y | +505.0% | +264.2% | +240.8% | +257.1% |
| All | +573.9% | +1,972.3% | -1,398.4% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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