+82.1%
EWT vs CAPR
+26.9%
+55.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.5% |
| 7D | -1.1% | -10.6% | +9.5% | -1.1% |
| 30D | +4.8% | +111.2% | -106.4% | +4.7% |
| 3M | +11.1% | -67.2% | +78.4% | +11.3% |
| 6M | +54.6% | -75.1% | +129.8% | +54.9% |
| YTD | +71.4% | -71.2% | +142.7% | +71.7% |
| 1Y | +82.1% | +31.1% | +51.0% | +84.1% |
| All | +82.1% | +26.9% | +55.2% | +84.1% |
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