+458.8%
EWT vs W
+210.9%
+247.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +9.1% | +0.2% | +9.0% | +9.1% |
| 30D | -12.2% | +6.8% | -19.0% | -12.9% |
| 3M | -9.4% | +10.7% | -20.1% | -10.6% |
| 6M | +2.7% | +86.3% | -83.7% | -5.1% |
| YTD | +53.3% | +11.5% | +41.8% | +48.8% |
| 1Y | +59.2% | +5.1% | +54.1% | +55.2% |
| 3Y | +157.1% | +171.0% | -13.9% | +116.7% |
| 5Y | +119.6% | -56.6% | +176.2% | +104.1% |
| 10Y | +446.9% | +213.4% | +233.5% | +282.9% |
| All | +458.8% | +210.9% | +247.9% | +289.8% |
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