+119.0%
EWT vs WAB
+214.2%
-95.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.5% |
| 7D | +9.1% | +5.1% | +4.1% | +6.8% |
| 30D | -12.2% | +4.0% | -16.2% | -13.5% |
| 3M | -9.4% | +0.1% | -9.5% | -9.3% |
| 6M | +2.7% | +12.8% | -10.1% | -2.7% |
| YTD | +53.3% | +40.1% | +13.2% | +32.1% |
| 1Y | +59.2% | +46.4% | +12.8% | +34.6% |
| 3Y | +157.1% | +167.4% | -10.3% | +68.6% |
| All | +119.0% | +214.2% | -95.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling