+773.4%
EWT vs CAPR
-99.1%
+872.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +4.0% | -2.0% | +5.9% | +4.0% |
| 30D | +10.3% | +139.2% | -128.9% | +9.1% |
| 3M | +6.1% | -66.4% | +72.4% | +6.5% |
| 6M | +56.6% | -63.1% | +119.8% | +57.1% |
| YTD | +76.6% | -67.4% | +144.0% | +77.2% |
| 1Y | +97.9% | +58.2% | +39.6% | +90.8% |
| 3Y | +198.0% | +42.2% | +155.8% | +183.3% |
| 5Y | +151.8% | +87.3% | +64.5% | +137.0% |
| 10Y | +514.1% | -75.3% | +589.4% | +462.0% |
| All | +773.4% | -99.1% | +872.5% | +661.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling