+192.2%
EWT vs TW
+20.3%
+171.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | +4.8% | -1.7% | +6.5% | +4.9% |
| 3M | +11.1% | +1.6% | +9.5% | +10.6% |
| 6M | +54.6% | -17.7% | +72.3% | +58.5% |
| YTD | +71.4% | -4.3% | +75.8% | +70.8% |
| 1Y | +82.1% | -13.1% | +95.2% | +84.8% |
| All | +192.2% | +20.3% | +171.9% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling