+55.2%
EWT vs W
+21.5%
+33.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.0% | -12.2% | -2.9% |
| 7D | -10.9% | +8.4% | -19.3% | -12.1% |
| 30D | -17.7% | +16.5% | -34.2% | -19.8% |
| 3M | -5.0% | +6.4% | -11.5% | -6.2% |
| 6M | +7.4% | +90.5% | -83.2% | -6.0% |
| YTD | +52.8% | +23.1% | +29.8% | +39.7% |
| 1Y | +55.2% | +24.3% | +30.9% | +41.9% |
| All | +55.2% | +21.5% | +33.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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