+513.6%
EWT vs CP
+232.0%
+281.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.1% | -2.6% | +1.5% | -0.1% |
| 30D | +4.5% | -3.7% | +8.2% | +5.9% |
| 3M | +8.3% | +0.1% | +8.1% | +7.7% |
| 6M | +54.2% | +7.8% | +46.4% | +48.9% |
| YTD | +74.6% | +21.7% | +52.9% | +60.3% |
| 1Y | +84.9% | +18.6% | +66.3% | +71.3% |
| 3Y | +197.5% | +17.5% | +180.0% | +173.0% |
| 5Y | +150.6% | +35.4% | +115.2% | +113.6% |
| All | +513.6% | +232.0% | +281.6% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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