+502.6%
EWT vs CHRW
+182.4%
+320.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.8% |
| 7D | -1.1% | +4.4% | -5.5% | -1.9% |
| 30D | +4.8% | +5.5% | -0.7% | +3.7% |
| 3M | +11.1% | -17.3% | +28.4% | +14.5% |
| 6M | +54.6% | -12.7% | +67.3% | +57.0% |
| YTD | +71.4% | -4.1% | +75.6% | +69.6% |
| 1Y | +82.1% | +21.2% | +60.9% | +70.3% |
| 3Y | +193.2% | +88.9% | +104.3% | +142.0% |
| 5Y | +146.1% | +93.1% | +53.0% | +98.2% |
| All | +502.6% | +182.4% | +320.2% | +331.5% |
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