+146.1%
EWT vs CHD
+19.7%
+126.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.6% |
| 7D | -1.1% | -4.7% | +3.6% | -1.4% |
| 30D | +4.8% | -8.3% | +13.1% | +4.3% |
| 3M | +11.1% | -4.0% | +15.2% | +11.0% |
| 6M | +54.6% | -6.5% | +61.2% | +54.4% |
| YTD | +71.4% | +13.1% | +58.4% | +71.7% |
| 1Y | +82.1% | +2.3% | +79.8% | +82.3% |
| 3Y | +193.2% | +1.8% | +191.4% | +191.9% |
| 5Y | +146.1% | +20.6% | +125.5% | +142.5% |
| All | +146.1% | +19.7% | +126.4% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling