+857.0%
EWT vs WU
-21.6%
+878.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.3% |
| 7D | +1.6% | -0.8% | +2.5% | +1.9% |
| 30D | +8.2% | -1.1% | +9.3% | +8.4% |
| 3M | +11.1% | -1.8% | +12.9% | +9.6% |
| 6M | +60.4% | -23.9% | +84.4% | +72.7% |
| YTD | +75.6% | -20.4% | +96.0% | +85.3% |
| 1Y | +91.3% | -10.6% | +101.9% | +92.1% |
| 3Y | +200.3% | -27.7% | +228.0% | +218.2% |
| 5Y | +156.4% | -51.1% | +207.5% | +205.9% |
| 10Y | +495.8% | -40.7% | +536.5% | +520.9% |
| All | +857.0% | -21.6% | +878.6% | +684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling