+594.1%
EWT vs WWD
+10,669.6%
-10,075.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +4.0% | +1.3% | +2.7% | +3.6% |
| 30D | +10.3% | -7.2% | +17.5% | +12.6% |
| 3M | +6.1% | -3.8% | +9.9% | +7.0% |
| 6M | +56.6% | -9.9% | +66.5% | +60.5% |
| YTD | +76.6% | +14.8% | +61.8% | +68.0% |
| 1Y | +97.9% | +42.1% | +55.8% | +76.0% |
| 3Y | +198.0% | +170.8% | +27.2% | +115.9% |
| 5Y | +151.8% | +197.5% | -45.8% | +74.0% |
| 10Y | +514.1% | +477.8% | +36.3% | +219.3% |
| All | +594.1% | +10,669.6% | -10,075.5% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling