+200.3%
EWT vs CAPR
+42.0%
+158.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | +1.6% | -9.5% | +11.1% | +1.7% |
| 30D | +8.2% | +121.5% | -113.3% | +7.7% |
| 3M | +11.1% | -65.4% | +76.4% | +11.4% |
| 6M | +60.4% | -67.5% | +128.0% | +60.9% |
| YTD | +75.6% | -68.6% | +144.2% | +76.1% |
| 1Y | +91.3% | +42.7% | +48.6% | +88.3% |
| 3Y | +200.3% | +43.4% | +156.9% | +183.1% |
| All | +200.3% | +42.0% | +158.3% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling