+519.9%
EWT vs WM
+2,377.3%
-1,857.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.3% |
| 7D | +3.2% | +0.8% | +2.4% | +2.8% |
| 30D | -12.3% | +13.8% | -26.1% | -17.1% |
| 3M | -3.6% | +6.4% | -10.0% | -6.6% |
| 6M | +3.1% | +13.2% | -10.1% | -3.5% |
| YTD | +57.7% | +10.8% | +46.9% | +48.0% |
| 1Y | +60.3% | +20.2% | +40.1% | +45.1% |
| 3Y | +163.4% | +46.5% | +116.9% | +114.4% |
| 5Y | +127.4% | +61.3% | +66.2% | +74.4% |
| 10Y | +462.7% | +324.8% | +137.9% | +168.1% |
| All | +519.9% | +2,377.3% | -1,857.4% | +64.0% |
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