+513.6%
EWT vs CHD
+126.1%
+387.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -4.5% | +3.3% | -0.8% |
| 30D | +4.5% | -6.7% | +11.2% | +5.0% |
| 3M | +8.3% | -2.7% | +11.0% | +8.4% |
| 6M | +54.2% | -4.9% | +59.2% | +54.6% |
| YTD | +74.6% | +13.3% | +61.2% | +71.6% |
| 1Y | +84.9% | +1.0% | +83.9% | +84.0% |
| 3Y | +197.5% | +1.3% | +196.2% | +193.1% |
| 5Y | +150.6% | +20.8% | +129.8% | +136.0% |
| All | +513.6% | +126.1% | +387.5% | +399.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling