+501.7%
EWT vs CHRW
+1,959.6%
-1,457.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +13.2% | +4.7% | +8.5% | +11.7% |
| 30D | -14.3% | -2.6% | -11.7% | -13.8% |
| 3M | -8.4% | -8.0% | -0.4% | -6.9% |
| 6M | +3.7% | -19.0% | +22.7% | +8.1% |
| YTD | +53.1% | -15.5% | +68.5% | +55.3% |
| 1Y | +55.5% | -10.8% | +66.3% | +55.0% |
| 3Y | +155.6% | +79.8% | +75.8% | +94.3% |
| 5Y | +119.3% | +59.3% | +60.0% | +69.1% |
| 10Y | +446.2% | +129.6% | +316.6% | +251.9% |
| All | +501.7% | +1,959.6% | -1,457.9% | +109.5% |
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 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