+119.3%
EWT vs CHRW
+62.5%
+56.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +13.2% | +4.7% | +8.5% | +12.5% |
| 30D | -14.3% | -2.6% | -11.7% | -14.1% |
| 3M | -8.4% | -8.0% | -0.4% | -7.8% |
| 6M | +3.7% | -19.0% | +22.7% | +5.7% |
| YTD | +53.1% | -15.5% | +68.5% | +53.7% |
| 1Y | +55.5% | -10.8% | +66.3% | +54.7% |
| 3Y | +155.6% | +79.8% | +75.8% | +117.0% |
| 5Y | +119.3% | +59.3% | +60.0% | +95.9% |
| All | +119.3% | +62.5% | +56.8% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling