+386.5%
EWT vs TW
+211.4%
+175.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | +1.6% | -3.5% | +5.1% | +2.3% |
| 30D | +8.2% | +0.5% | +7.7% | +8.0% |
| 3M | +11.1% | +4.9% | +6.1% | +9.2% |
| 6M | +60.4% | -17.1% | +77.5% | +65.7% |
| YTD | +75.6% | -3.9% | +79.4% | +74.6% |
| 1Y | +91.3% | -13.3% | +104.6% | +94.7% |
| 3Y | +200.3% | +20.9% | +179.4% | +177.5% |
| 5Y | +156.4% | +20.5% | +135.9% | +131.9% |
| All | +386.5% | +211.4% | +175.1% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling