+84.9%
EWT vs WAB
+49.7%
+35.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.3% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +4.5% | -4.1% | +8.5% | +6.4% |
| 3M | +8.3% | +8.2% | +0.1% | +3.8% |
| 6M | +54.2% | +15.4% | +38.8% | +42.2% |
| YTD | +74.6% | +33.1% | +41.4% | +51.5% |
| 1Y | +84.9% | +48.1% | +36.8% | +53.3% |
| All | +84.9% | +49.7% | +35.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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