+200.3%
EWT vs W
+44.2%
+156.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.6% | +6.5% | -4.8% | +0.7% |
| 30D | +8.2% | -6.2% | +14.4% | +9.1% |
| 3M | +11.1% | +48.9% | -37.8% | +3.4% |
| 6M | +60.4% | +31.2% | +29.2% | +51.4% |
| YTD | +75.6% | -0.4% | +76.0% | +71.1% |
| 1Y | +91.3% | +14.8% | +76.5% | +81.1% |
| 3Y | +200.3% | +40.5% | +159.8% | +151.0% |
| All | +200.3% | +44.2% | +156.1% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling