+383.8%
EWT vs TW
+206.7%
+177.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -1.1% | -4.5% | +3.3% | -0.3% |
| 30D | +4.5% | -2.3% | +6.7% | +4.8% |
| 3M | +8.3% | +2.6% | +5.7% | +7.0% |
| 6M | +54.2% | -17.5% | +71.8% | +59.3% |
| YTD | +74.6% | -5.3% | +79.9% | +74.1% |
| 1Y | +84.9% | -14.8% | +99.7% | +88.8% |
| 3Y | +197.5% | +18.8% | +178.7% | +175.9% |
| 5Y | +150.6% | +20.7% | +129.9% | +126.5% |
| All | +383.8% | +206.7% | +177.1% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling