+458.1%
EWT vs W
+209.7%
+248.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.4% | -2.6% |
| 7D | +13.2% | -1.7% | +14.9% | +13.5% |
| 30D | -14.3% | +3.2% | -17.5% | -14.6% |
| 3M | -8.4% | +8.3% | -16.7% | -9.4% |
| 6M | +3.7% | +84.3% | -80.6% | -4.0% |
| YTD | +53.1% | +11.0% | +42.1% | +48.7% |
| 1Y | +55.5% | -0.2% | +55.7% | +52.4% |
| 3Y | +155.6% | +157.9% | -2.3% | +116.6% |
| 5Y | +119.3% | -56.8% | +176.1% | +103.9% |
| 10Y | +446.2% | +212.2% | +234.0% | +282.5% |
| All | +458.1% | +209.7% | +248.4% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling