+956.6%
EWT vs WPM
+5,972.6%
-5,016.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.6% | +7.0% | -5.4% | +0.5% |
| 30D | +8.2% | +15.7% | -7.5% | +5.4% |
| 3M | +11.1% | +35.2% | -24.1% | +5.3% |
| 6M | +60.4% | +6.1% | +54.4% | +57.8% |
| YTD | +75.6% | +32.6% | +43.0% | +66.1% |
| 1Y | +91.3% | +46.9% | +44.4% | +77.4% |
| 3Y | +200.3% | +276.3% | -76.0% | +137.3% |
| 5Y | +156.4% | +260.0% | -103.6% | +101.4% |
| 10Y | +495.8% | +508.5% | -12.7% | +311.1% |
| All | +956.6% | +5,972.6% | -5,016.0% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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