+116.1%
EWT vs COO
-41.3%
+157.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -3.7% | +4.5% | -8.2% | -4.6% |
| 30D | -17.2% | +16.9% | -34.1% | -20.2% |
| 3M | -7.3% | -16.7% | +9.4% | -3.7% |
| 6M | -1.5% | +5.9% | -7.4% | -4.5% |
| YTD | +49.0% | -22.4% | +71.5% | +57.8% |
| 1Y | +50.6% | -10.1% | +60.7% | +52.6% |
| 3Y | +148.9% | -22.8% | +171.7% | +154.4% |
| 5Y | +116.1% | -41.4% | +157.5% | +133.1% |
| All | +116.1% | -41.3% | +157.3% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling