+491.8%
EWT vs CP
+5,166.9%
-4,675.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.4% |
| 7D | -5.0% | +2.8% | -7.8% | -6.0% |
| 30D | -16.3% | +11.3% | -27.7% | -20.0% |
| 3M | -7.2% | +2.9% | -10.1% | -8.6% |
| 6M | -0.5% | +9.8% | -10.2% | -4.9% |
| YTD | +50.6% | +28.5% | +22.0% | +34.4% |
| 1Y | +54.8% | +33.5% | +21.3% | +36.0% |
| 3Y | +155.5% | +31.9% | +123.5% | +122.6% |
| 5Y | +116.4% | +25.5% | +90.9% | +89.0% |
| 10Y | +421.4% | +257.6% | +163.8% | +181.5% |
| All | +491.8% | +5,166.9% | -4,675.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling