+520.8%
EWT vs CAPR
-77.3%
+598.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.3% |
| 7D | +2.1% | -12.6% | +14.8% | +2.3% |
| 30D | +9.4% | +124.4% | -115.0% | +8.1% |
| 3M | +10.9% | -66.8% | +77.7% | +11.5% |
| 6M | +57.9% | -71.8% | +129.7% | +59.0% |
| YTD | +75.9% | -70.1% | +146.0% | +76.9% |
| 1Y | +89.7% | +33.3% | +56.4% | +82.2% |
| 3Y | +200.9% | +36.7% | +164.2% | +181.8% |
| 5Y | +154.5% | +72.5% | +82.0% | +134.9% |
| 10Y | +520.8% | -77.3% | +598.0% | +466.7% |
| All | +520.8% | -77.3% | +598.0% | +466.7% |
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