+481.8%
EWT vs Z
+4.2%
+477.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.6% |
| 7D | +13.2% | -4.9% | +18.2% | +14.1% |
| 30D | -14.3% | +3.0% | -17.3% | -14.9% |
| 3M | -8.4% | -13.4% | +5.0% | -7.1% |
| 6M | +3.7% | -27.3% | +31.0% | +7.4% |
| YTD | +53.1% | -57.8% | +110.9% | +70.5% |
| 1Y | +55.5% | -60.0% | +115.5% | +74.4% |
| 3Y | +155.6% | -21.5% | +177.2% | +154.0% |
| 5Y | +119.3% | -55.0% | +174.3% | +126.8% |
| 10Y | +446.2% | -18.8% | +464.9% | +371.1% |
| All | +481.8% | +4.2% | +477.6% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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