+157.1%
EWT vs WM
+48.6%
+108.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +9.1% | +3.2% | +5.9% | +9.9% |
| 30D | -12.2% | +13.0% | -25.2% | -9.9% |
| 3M | -9.4% | +9.2% | -18.6% | -7.5% |
| 6M | +2.7% | +13.6% | -11.0% | +5.0% |
| YTD | +53.3% | +12.4% | +40.9% | +56.4% |
| 1Y | +59.2% | +21.2% | +38.0% | +61.7% |
| 3Y | +157.1% | +48.7% | +108.4% | +167.0% |
| All | +157.1% | +48.6% | +108.5% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling