+590.1%
EWT vs WAB
+5,884.9%
-5,294.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | +1.6% | +1.7% | 0.0% | +1.1% |
| 30D | +8.2% | -2.4% | +10.6% | +9.0% |
| 3M | +11.1% | +9.7% | +1.4% | +7.6% |
| 6M | +60.4% | +16.5% | +43.9% | +52.3% |
| YTD | +75.6% | +33.7% | +41.8% | +59.3% |
| 1Y | +91.3% | +49.7% | +41.6% | +67.3% |
| 3Y | +200.3% | +170.9% | +29.4% | +115.8% |
| 5Y | +156.4% | +228.0% | -71.7% | +71.3% |
| 10Y | +495.8% | +284.8% | +211.0% | +245.8% |
| All | +590.1% | +5,884.9% | -5,294.8% | +93.5% |
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