+146.1%
EWT vs WU
-51.6%
+197.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -1.1% | -5.0% | +3.9% | -0.3% |
| 30D | +4.8% | -2.3% | +7.1% | +5.1% |
| 3M | +11.1% | -3.2% | +14.4% | +10.3% |
| 6M | +54.6% | -25.0% | +79.7% | +61.5% |
| YTD | +71.4% | -21.7% | +93.1% | +77.0% |
| 1Y | +82.1% | -9.0% | +91.1% | +80.9% |
| 3Y | +193.2% | -28.9% | +222.1% | +203.4% |
| 5Y | +146.1% | -51.0% | +197.1% | +165.7% |
| All | +146.1% | -51.6% | +197.7% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling