+4,140.6%
COST vs EWT
+591.5%
+3,549.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | +2.1% | -4.9% | -3.4% |
| 30D | -5.3% | +9.4% | -14.6% | -7.9% |
| 3M | -6.7% | +10.9% | -17.5% | -10.5% |
| 6M | -9.9% | +57.9% | -67.9% | -23.6% |
| YTD | +5.1% | +75.9% | -70.8% | -14.1% |
| 1Y | -7.3% | +89.7% | -97.0% | -26.3% |
| 3Y | +70.4% | +200.9% | -130.5% | +14.8% |
| 5Y | +104.4% | +154.5% | -50.1% | +44.9% |
| 10Y | +609.0% | +520.8% | +88.2% | +272.0% |
| All | +4,140.6% | +591.5% | +3,549.1% | +1,398.1% |
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