+200.3%
EWT vs COO
-23.3%
+223.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.1% |
| 7D | +1.6% | -2.3% | +3.9% | +2.0% |
| 30D | +8.2% | -8.8% | +17.0% | +9.7% |
| 3M | +11.1% | +1.3% | +9.7% | +10.3% |
| 6M | +60.4% | -11.6% | +72.0% | +64.3% |
| YTD | +75.6% | -17.4% | +93.0% | +82.5% |
| 1Y | +91.3% | -1.6% | +92.9% | +90.8% |
| 3Y | +200.3% | -22.6% | +222.9% | +208.5% |
| All | +200.3% | -23.3% | +223.6% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling