+60.2%
EWT vs CAPR
+81.6%
-21.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +26.5% | -20.7% | +5.7% |
| 7D | +3.2% | +25.8% | -22.6% | +3.1% |
| 30D | -12.3% | +50.2% | -62.5% | -12.4% |
| 3M | -3.6% | +185.5% | -189.1% | -3.8% |
| 6M | +3.1% | -64.8% | +68.0% | +3.2% |
| YTD | +57.7% | -61.1% | +118.8% | +57.8% |
| All | +60.2% | +81.6% | -21.3% | +59.8% |
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