+197.5%
EWT vs WWD
+167.6%
+29.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | -1.1% | -2.6% | +1.5% | -0.4% |
| 30D | +4.5% | -6.9% | +11.4% | +6.6% |
| 3M | +8.3% | -13.0% | +21.3% | +12.5% |
| 6M | +54.2% | -12.5% | +66.7% | +59.3% |
| YTD | +74.6% | +11.8% | +62.7% | +68.3% |
| 1Y | +84.9% | +41.1% | +43.8% | +65.5% |
| 3Y | +197.5% | +163.1% | +34.5% | +123.1% |
| All | +197.5% | +167.6% | +29.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling