+502.6%
EWT vs COO
+17.5%
+485.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.7% | +12.1% | +1.5% |
| 7D | -1.1% | -23.3% | +22.2% | +6.1% |
| 30D | +4.8% | -29.5% | +34.3% | +15.0% |
| 3M | +11.1% | -20.0% | +31.1% | +17.2% |
| 6M | +54.6% | -27.2% | +81.8% | +67.2% |
| YTD | +71.4% | -33.9% | +105.4% | +90.9% |
| 1Y | +82.1% | -19.9% | +102.0% | +90.2% |
| 3Y | +193.2% | -38.1% | +231.3% | +222.8% |
| 5Y | +146.1% | -52.0% | +198.1% | +189.1% |
| All | +502.6% | +17.5% | +485.1% | +437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling