+501.7%
EWT vs CP
+5,198.8%
-4,697.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.3% |
| 7D | +13.2% | +0.9% | +12.3% | +12.8% |
| 30D | -14.3% | +10.3% | -24.6% | -17.8% |
| 3M | -8.4% | +2.3% | -10.7% | -9.6% |
| 6M | +3.7% | +10.7% | -7.0% | -1.2% |
| YTD | +53.1% | +29.3% | +23.8% | +36.3% |
| 1Y | +55.5% | +31.5% | +24.1% | +37.5% |
| 3Y | +155.6% | +36.7% | +118.9% | +119.6% |
| 5Y | +119.3% | +26.8% | +92.5% | +90.7% |
| 10Y | +446.2% | +260.1% | +186.1% | +194.1% |
| All | +501.7% | +5,198.8% | -4,697.1% | +16.2% |
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