+97.9%
EWT vs CHD
+7.1%
+90.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.0% | -2.7% | +6.6% | +3.3% |
| 30D | +10.3% | -4.6% | +14.9% | +9.2% |
| 3M | +6.1% | +5.0% | +1.1% | +7.2% |
| 6M | +56.6% | -3.2% | +59.8% | +57.1% |
| YTD | +76.6% | +18.6% | +57.9% | +82.8% |
| 1Y | +97.9% | +4.8% | +93.0% | +101.8% |
| All | +97.9% | +7.1% | +90.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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