+97.9%
EWT vs D
+15.7%
+82.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.7% |
| 7D | +4.0% | +0.4% | +3.5% | +4.0% |
| 30D | +10.3% | -3.6% | +13.9% | +9.9% |
| 3M | +6.1% | -1.0% | +7.1% | +5.8% |
| 6M | +56.6% | +6.3% | +50.4% | +55.7% |
| YTD | +76.6% | +14.7% | +61.9% | +77.3% |
| 1Y | +97.9% | +16.9% | +80.9% | +99.1% |
| All | +97.9% | +15.7% | +82.2% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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