+594.1%
EWT vs WM
+2,147.8%
-1,553.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | +10.3% | -2.4% | +12.7% | +11.3% |
| 3M | +6.1% | +0.4% | +5.7% | +4.9% |
| 6M | +56.6% | -9.5% | +66.1% | +60.8% |
| YTD | +76.6% | +0.5% | +76.1% | +73.2% |
| 1Y | +97.9% | -1.1% | +99.0% | +94.6% |
| 3Y | +198.0% | +46.0% | +151.9% | +142.8% |
| 5Y | +151.8% | +51.8% | +99.9% | +98.1% |
| 10Y | +514.1% | +307.5% | +206.6% | +198.0% |
| All | +594.1% | +2,147.8% | -1,553.7% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling