+55.2%
EWT vs COMP
+23.8%
+31.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -2.3% |
| 7D | -10.9% | +9.5% | -20.4% | -12.0% |
| 30D | -17.7% | +8.1% | -25.8% | -18.8% |
| 3M | -5.0% | -16.3% | +11.3% | -2.9% |
| 6M | +7.4% | +42.2% | -34.8% | +0.7% |
| YTD | +52.8% | -5.0% | +57.8% | +45.8% |
| 1Y | +55.2% | +20.1% | +35.1% | +44.5% |
| All | +55.2% | +23.8% | +31.4% | +44.5% |
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