+520.8%
EWT vs D
+34.1%
+486.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +2.1% | -0.4% | +2.6% | +2.2% |
| 30D | +9.4% | -2.1% | +11.4% | +9.7% |
| 3M | +10.9% | -0.7% | +11.6% | +10.9% |
| 6M | +57.9% | +5.6% | +52.4% | +56.0% |
| YTD | +75.9% | +14.6% | +61.4% | +71.2% |
| 1Y | +89.7% | +15.3% | +74.4% | +84.1% |
| 3Y | +200.9% | +59.1% | +141.8% | +171.1% |
| 5Y | +154.5% | +3.9% | +150.6% | +148.8% |
| 10Y | +520.8% | +38.5% | +482.3% | +449.9% |
| All | +520.8% | +34.1% | +486.7% | +449.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling