+55.2%
EWT vs CAPR
+47.4%
+7.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.3% | -9.5% | -1.2% |
| 7D | -10.9% | +43.2% | -54.1% | -10.9% |
| 30D | -17.7% | +14.7% | -32.4% | -17.7% |
| 3M | -5.0% | +113.9% | -118.9% | -5.1% |
| 6M | +7.4% | -73.4% | +80.8% | +7.6% |
| YTD | +52.8% | -69.1% | +121.9% | +53.0% |
| 1Y | +55.2% | +47.2% | +8.0% | +55.0% |
| All | +55.2% | +47.4% | +7.8% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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