+52.2%
EWT vs WM
+20.0%
+32.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.0% | +7.3% |
| 7D | -5.0% | -0.5% | -4.5% | -5.1% |
| 30D | -16.3% | +13.3% | -29.6% | -9.3% |
| 3M | -7.2% | +4.4% | -11.6% | -4.1% |
| 6M | -0.5% | +10.8% | -11.3% | +6.1% |
| YTD | +50.6% | +9.1% | +41.5% | +59.2% |
| All | +52.2% | +20.0% | +32.2% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling