+55.2%
EWT vs CHD
+30.9%
+24.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -0.4% |
| 7D | -10.9% | +6.9% | -17.8% | -9.0% |
| 30D | -17.7% | +17.1% | -34.8% | -13.9% |
| 3M | -5.0% | +9.1% | -14.1% | -2.5% |
| 6M | +7.4% | +21.4% | -14.0% | +13.1% |
| YTD | +52.8% | +34.9% | +17.9% | +65.5% |
| 1Y | +55.2% | +31.0% | +24.1% | +67.3% |
| All | +55.2% | +30.9% | +24.3% | +67.3% |
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