+591.5%
EWT vs WSM
+5,572.6%
-4,981.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | +2.6% | -0.5% | +1.6% |
| 30D | +9.4% | -9.3% | +18.7% | +11.7% |
| 3M | +10.9% | +7.1% | +3.8% | +9.0% |
| 6M | +57.9% | +21.7% | +36.2% | +50.7% |
| YTD | +75.9% | +28.7% | +47.2% | +65.5% |
| 1Y | +89.7% | +13.9% | +75.8% | +82.9% |
| 3Y | +200.9% | +232.2% | -31.3% | +119.9% |
| 5Y | +154.5% | +176.4% | -21.9% | +86.6% |
| 10Y | +520.8% | +1,072.4% | -551.6% | +197.4% |
| All | +591.5% | +5,572.6% | -4,981.1% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling