+636.7%
DELL vs EWT
+193.0%
+443.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -2.7% |
| 7D | -1.9% | -1.1% | -0.8% | -0.7% |
| 30D | +14.9% | +4.8% | +10.1% | +9.4% |
| 3M | +37.2% | +11.1% | +26.1% | +21.1% |
| 6M | +254.0% | +54.6% | +199.4% | +118.0% |
| YTD | +306.1% | +71.4% | +234.7% | +120.5% |
| 1Y | +312.3% | +82.1% | +230.2% | +109.2% |
| All | +636.7% | +193.0% | +443.6% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling