+543.8%
EWT vs W
+176.2%
+367.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +1.6% |
| 7D | +4.0% | -4.2% | +8.1% | +4.4% |
| 30D | +10.3% | -7.6% | +17.9% | +11.2% |
| 3M | +6.1% | +37.2% | -31.1% | +1.6% |
| 6M | +56.6% | +26.3% | +30.3% | +50.9% |
| YTD | +76.6% | -1.0% | +77.6% | +73.9% |
| 1Y | +97.9% | +20.1% | +77.8% | +89.6% |
| 3Y | +198.0% | +37.8% | +160.2% | +168.3% |
| 5Y | +151.8% | -63.7% | +215.4% | +138.4% |
| 10Y | +514.1% | +156.3% | +357.8% | +337.9% |
| All | +543.8% | +176.2% | +367.6% | +355.5% |
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