+144.6%
EWT vs COMP
-51.7%
+196.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +5.5% |
| 7D | +3.2% | +2.2% | +1.0% | +3.0% |
| 30D | -12.3% | +16.3% | -28.6% | -13.7% |
| 3M | -3.6% | -19.1% | +15.5% | -1.8% |
| 6M | +3.1% | +17.1% | -14.0% | +0.9% |
| YTD | +57.7% | -2.9% | +60.6% | +55.5% |
| 1Y | +60.3% | +8.8% | +51.5% | +56.2% |
| 3Y | +163.4% | +423.5% | -260.1% | +114.5% |
| 5Y | +127.4% | -10.5% | +137.9% | +103.7% |
| All | +144.6% | -51.7% | +196.3% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling