+97.9%
EWT vs COMP
+22.2%
+75.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +4.0% | +1.4% | +2.6% | +3.8% |
| 30D | +10.3% | -13.3% | +23.6% | +12.2% |
| 3M | +6.1% | +41.1% | -35.0% | +1.4% |
| 6M | +56.6% | +17.2% | +39.5% | +49.1% |
| YTD | +76.6% | +5.2% | +71.4% | +68.0% |
| 1Y | +97.9% | +18.9% | +78.9% | +87.4% |
| All | +97.9% | +22.2% | +75.7% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling