+88.5%
WDC vs EWT
+56.8%
+31.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.2% |
| 7D | +12.1% | +9.1% | +3.0% | -0.8% |
| 30D | -18.8% | -12.2% | -6.6% | -1.3% |
| 3M | -39.3% | -9.4% | -29.9% | -30.2% |
| 6M | -40.1% | +2.7% | -42.8% | -41.0% |
| YTD | +71.8% | +53.3% | +18.5% | -13.2% |
| 1Y | +88.5% | +59.2% | +29.3% | -10.3% |
| All | +88.5% | +56.8% | +31.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling