+594.1%
EWT vs CHRW
+2,162.7%
-1,568.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +4.0% | -1.4% | +5.4% | +4.4% |
| 30D | +10.3% | -3.5% | +13.8% | +11.3% |
| 3M | +6.1% | -19.4% | +25.5% | +12.0% |
| 6M | +56.6% | -21.4% | +78.0% | +65.6% |
| YTD | +76.6% | -7.1% | +83.7% | +75.6% |
| 1Y | +97.9% | +17.8% | +80.0% | +80.6% |
| 3Y | +198.0% | +78.8% | +119.2% | +129.4% |
| 5Y | +151.8% | +83.5% | +68.2% | +86.8% |
| 10Y | +514.1% | +160.2% | +353.9% | +283.1% |
| All | +594.1% | +2,162.7% | -1,568.6% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling