+452.2%
EWT vs WM
+2,335.7%
-1,883.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.7% |
| 7D | -11.7% | +1.2% | -12.9% | -12.3% |
| 30D | -23.2% | +13.1% | -36.3% | -27.3% |
| 3M | -12.5% | +3.6% | -16.1% | -14.3% |
| 6M | -5.9% | +8.1% | -14.0% | -10.4% |
| YTD | +40.5% | +8.9% | +31.6% | +32.6% |
| 1Y | +43.7% | +20.3% | +23.4% | +29.9% |
| 3Y | +136.6% | +46.2% | +90.5% | +92.6% |
| 5Y | +105.1% | +59.9% | +45.2% | +57.6% |
| 10Y | +387.0% | +345.6% | +41.4% | +126.5% |
| All | +452.2% | +2,335.7% | -1,883.6% | +47.0% |
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