+1,035.8%
EWT vs WTW
+1,101.3%
-65.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -1.1% | -7.8% | +6.7% | +1.5% |
| 30D | +4.8% | -7.9% | +12.7% | +7.4% |
| 3M | +11.1% | +19.9% | -8.8% | +3.7% |
| 6M | +54.6% | +9.8% | +44.8% | +47.5% |
| YTD | +71.4% | -3.3% | +74.8% | +69.6% |
| 1Y | +82.1% | -3.3% | +85.4% | +79.6% |
| 3Y | +193.2% | +61.5% | +131.7% | +136.2% |
| 5Y | +146.1% | +42.6% | +103.5% | +105.0% |
| 10Y | +505.0% | +197.1% | +308.0% | +269.6% |
| All | +1,035.8% | +1,101.3% | -65.5% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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