+513.6%
EWT vs WSM
+1,071.8%
-558.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +4.5% | -7.7% | +12.2% | +6.0% |
| 3M | +8.3% | +3.8% | +4.5% | +7.3% |
| 6M | +54.2% | +22.7% | +31.6% | +47.9% |
| YTD | +74.6% | +28.0% | +46.6% | +65.8% |
| 1Y | +84.9% | +12.7% | +72.2% | +79.5% |
| 3Y | +197.5% | +231.3% | -33.7% | +129.7% |
| 5Y | +150.6% | +177.2% | -26.6% | +93.6% |
| All | +513.6% | +1,071.8% | -558.1% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling