+451.6%
EWT vs COO
+40.1%
+411.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.6% |
| 7D | +13.2% | -2.1% | +15.3% | +13.9% |
| 30D | -14.3% | +13.9% | -28.2% | -17.4% |
| 3M | -8.4% | -18.9% | +10.5% | -3.6% |
| 6M | +3.7% | +3.7% | 0.0% | +0.7% |
| YTD | +53.1% | -24.1% | +77.2% | +63.5% |
| 1Y | +55.5% | -14.2% | +69.7% | +59.6% |
| 3Y | +155.6% | -24.5% | +180.1% | +164.7% |
| 5Y | +119.3% | -40.4% | +159.7% | +141.1% |
| All | +451.6% | +40.1% | +411.5% | +383.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling