+55.2%
EWT vs TW
+20.8%
+34.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.0% |
| 7D | -10.9% | +6.0% | -16.9% | -9.7% |
| 30D | -17.7% | +18.6% | -36.3% | -14.6% |
| 3M | -5.0% | +26.5% | -31.6% | +0.1% |
| 6M | +7.4% | +13.1% | -5.7% | +12.0% |
| YTD | +52.8% | +18.5% | +34.3% | +59.4% |
| 1Y | +55.2% | +21.7% | +33.5% | +62.3% |
| All | +55.2% | +20.8% | +34.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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