+468.2%
EWT vs CAPR
-59.6%
+527.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +26.5% | -20.7% | +5.5% |
| 7D | +3.2% | +25.8% | -22.6% | +2.9% |
| 30D | -12.3% | +50.2% | -62.5% | -12.8% |
| 3M | -3.6% | +185.5% | -189.1% | -5.1% |
| 6M | +3.1% | -64.8% | +68.0% | +3.5% |
| YTD | +57.7% | -61.1% | +118.8% | +57.9% |
| 1Y | +60.3% | +81.0% | -20.7% | +53.3% |
| 3Y | +163.4% | +300.7% | -137.3% | +142.6% |
| 5Y | +127.4% | +223.3% | -95.9% | +108.1% |
| All | +468.2% | -59.6% | +527.9% | +403.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling