+252.1%
INTC vs EWT
+523.5%
-271.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +0.7% |
| 7D | +7.5% | -1.1% | +8.6% | +8.8% |
| 30D | +2.0% | +4.5% | -2.5% | -2.2% |
| 3M | -12.0% | +8.3% | -20.2% | -17.1% |
| 6M | +114.5% | +54.2% | +60.3% | +45.5% |
| YTD | +179.0% | +74.6% | +104.4% | +67.9% |
| 1Y | +318.3% | +84.9% | +233.4% | +139.5% |
| 3Y | +171.2% | +197.5% | -26.3% | -0.8% |
| 5Y | +107.6% | +150.6% | -43.0% | -11.6% |
| All | +252.1% | +523.5% | -271.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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