+427.8%
EWT vs WM
+329.9%
+98.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.7% | +1.2% | -4.8% | -3.9% |
| 30D | -17.2% | +13.7% | -30.8% | -19.7% |
| 3M | -7.3% | +5.2% | -12.6% | -8.6% |
| 6M | -1.5% | +11.2% | -12.7% | -4.9% |
| YTD | +49.0% | +9.4% | +39.6% | +43.9% |
| 1Y | +50.6% | +20.4% | +30.2% | +41.1% |
| 3Y | +148.9% | +44.7% | +104.2% | +115.0% |
| 5Y | +116.1% | +58.5% | +57.6% | +78.1% |
| 10Y | +427.8% | +326.4% | +101.5% | +195.0% |
| All | +427.8% | +329.9% | +98.0% | +195.0% |
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