+513.6%
EWT vs CG
+314.7%
+198.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | -1.1% | -9.9% | +8.7% | +1.9% |
| 30D | +4.5% | -11.7% | +16.1% | +8.1% |
| 3M | +8.3% | -4.3% | +12.5% | +9.2% |
| 6M | +54.2% | -8.8% | +63.0% | +57.6% |
| YTD | +74.6% | -26.9% | +101.4% | +89.2% |
| 1Y | +84.9% | -35.4% | +120.3% | +107.3% |
| 3Y | +197.5% | +43.0% | +154.5% | +154.2% |
| 5Y | +150.6% | +1.9% | +148.7% | +127.7% |
| All | +513.6% | +314.7% | +198.9% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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