+594.1%
EWT vs COO
+1,468.9%
-874.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.2% |
| 7D | +4.0% | -2.2% | +6.2% | +4.5% |
| 30D | +10.3% | -7.0% | +17.3% | +12.2% |
| 3M | +6.1% | +12.2% | -6.1% | +2.3% |
| 6M | +56.6% | -15.1% | +71.7% | +62.0% |
| YTD | +76.6% | -15.1% | +91.7% | +82.5% |
| 1Y | +97.9% | +2.3% | +95.5% | +94.4% |
| 3Y | +198.0% | -23.7% | +221.7% | +209.1% |
| 5Y | +151.8% | -38.9% | +190.7% | +172.9% |
| 10Y | +514.1% | +49.9% | +464.2% | +424.1% |
| All | +594.1% | +1,468.9% | -874.8% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling