+102.7%
EWT vs COMP
-17.6%
+120.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.7% | -6.8% | +2.8% |
| 7D | -11.7% | +13.4% | -25.2% | -12.8% |
| 30D | -23.2% | +11.1% | -34.3% | -24.2% |
| 3M | -12.5% | -18.8% | +6.3% | -10.9% |
| 6M | -5.9% | +10.5% | -16.4% | -7.5% |
| YTD | +40.5% | -3.4% | +43.9% | +38.6% |
| 1Y | +43.7% | +19.7% | +24.0% | +38.8% |
| 3Y | +136.6% | +381.6% | -245.0% | +94.4% |
| All | +102.7% | -17.6% | +120.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling