+796.0%
DIA vs EWT
+594.1%
+201.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | -0.2% | +4.0% | -4.1% | -1.7% |
| 30D | -1.5% | +10.3% | -11.8% | -5.4% |
| 3M | +3.8% | +6.1% | -2.3% | +0.4% |
| 6M | +10.3% | +56.6% | -46.4% | -9.3% |
| YTD | +12.1% | +76.6% | -64.5% | -12.3% |
| 1Y | +18.6% | +97.9% | -79.2% | -11.6% |
| 3Y | +60.6% | +198.0% | -137.4% | -0.1% |
| 5Y | +64.4% | +151.8% | -87.3% | +8.8% |
| 10Y | +250.1% | +514.1% | -264.0% | +62.9% |
| All | +796.0% | +594.1% | +201.9% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling