+451.6%
EWT vs WM
+331.3%
+120.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.3% |
| 7D | +13.2% | +1.2% | +12.1% | +13.0% |
| 30D | -14.3% | +15.2% | -29.5% | -17.1% |
| 3M | -8.4% | +8.3% | -16.7% | -10.2% |
| 6M | +3.7% | +13.1% | -9.4% | -0.1% |
| YTD | +53.1% | +12.5% | +40.6% | +46.9% |
| 1Y | +55.5% | +21.8% | +33.7% | +45.6% |
| 3Y | +155.6% | +48.8% | +106.9% | +119.5% |
| 5Y | +119.3% | +62.1% | +57.2% | +80.1% |
| All | +451.6% | +331.3% | +120.3% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling