+452.3%
EWT vs CHRW
+128.6%
+323.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +9.1% | +7.3% | +1.8% | +7.8% |
| 30D | -12.2% | -3.6% | -8.6% | -11.8% |
| 3M | -9.4% | -9.6% | +0.2% | -8.2% |
| 6M | +2.7% | -17.0% | +19.7% | +4.8% |
| YTD | +53.3% | -15.4% | +68.7% | +54.4% |
| 1Y | +59.2% | -10.0% | +69.2% | +58.2% |
| 3Y | +157.1% | +82.2% | +74.9% | +111.3% |
| 5Y | +119.6% | +59.4% | +60.3% | +83.5% |
| All | +452.3% | +128.6% | +323.7% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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