+502.5%
EWT vs WAB
+6,169.2%
-5,666.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +9.1% | +5.1% | +4.1% | +7.4% |
| 30D | -12.2% | +4.0% | -16.2% | -13.2% |
| 3M | -9.4% | +0.1% | -9.5% | -9.3% |
| 6M | +2.7% | +12.8% | -10.1% | -1.3% |
| YTD | +53.3% | +40.1% | +13.2% | +37.3% |
| 1Y | +59.2% | +46.4% | +12.8% | +40.5% |
| 3Y | +157.1% | +167.4% | -10.3% | +86.0% |
| 5Y | +119.6% | +215.0% | -95.4% | +48.9% |
| 10Y | +446.9% | +269.2% | +177.7% | +223.4% |
| All | +502.5% | +6,169.2% | -5,666.7% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling