+513.6%
EWT vs WU
-39.1%
+552.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | -3.5% | +2.3% | -0.4% |
| 30D | +4.5% | -2.9% | +7.4% | +5.0% |
| 3M | +8.3% | -2.3% | +10.5% | +7.3% |
| 6M | +54.2% | -25.4% | +79.6% | +63.1% |
| YTD | +74.6% | -21.2% | +95.8% | +81.7% |
| 1Y | +84.9% | -8.9% | +93.8% | +84.3% |
| 3Y | +197.5% | -29.0% | +226.5% | +211.6% |
| 5Y | +150.6% | -50.7% | +201.3% | +185.1% |
| All | +513.6% | -39.1% | +552.7% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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