+60.3%
EWT vs COMP
+16.3%
+43.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +5.4% |
| 7D | +3.2% | +2.2% | +1.0% | +2.9% |
| 30D | -12.3% | +16.3% | -28.6% | -14.4% |
| 3M | -3.6% | -19.1% | +15.5% | -0.8% |
| 6M | +3.1% | +17.1% | -14.0% | -0.2% |
| YTD | +57.7% | -2.9% | +60.6% | +50.0% |
| 1Y | +60.3% | +8.8% | +51.5% | +52.2% |
| All | +60.3% | +16.3% | +43.9% | +52.2% |
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