+16.0%
DIA vs EWT
+82.5%
-66.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | -3.0% | -1.1% | -1.9% | -2.8% |
| 30D | -3.0% | +4.8% | -7.8% | -4.0% |
| 3M | +4.5% | +11.1% | -6.6% | +1.2% |
| 6M | +9.8% | +54.6% | -44.9% | -5.1% |
| YTD | +9.3% | +71.4% | -62.2% | -8.7% |
| 1Y | +16.0% | +82.1% | -66.1% | -4.1% |
| All | +16.0% | +82.5% | -66.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling