-50.2%
C vs EWT
+452.2%
-502.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -2.2% |
| 7D | -2.4% | -11.7% | +9.3% | +5.8% |
| 30D | -6.0% | -23.2% | +17.2% | +11.8% |
| 3M | -10.5% | -12.5% | +1.9% | -3.2% |
| 6M | -5.7% | -5.9% | +0.2% | -4.8% |
| YTD | +4.1% | +40.5% | -36.3% | -21.3% |
| 1Y | +20.5% | +43.7% | -23.2% | -10.5% |
| 3Y | +208.1% | +136.6% | +71.5% | +56.9% |
| 5Y | +110.4% | +105.1% | +5.3% | +17.9% |
| 10Y | +234.6% | +387.0% | -152.3% | +3.5% |
| All | -50.2% | +452.2% | -502.3% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling