+452.3%
EWT vs D
+48.0%
+404.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +9.1% | -1.4% | +10.5% | +9.3% |
| 30D | -12.2% | +7.7% | -20.0% | -13.3% |
| 3M | -9.4% | -0.3% | -9.1% | -9.5% |
| 6M | +2.7% | +10.1% | -7.4% | +0.7% |
| YTD | +53.3% | +19.1% | +34.2% | +48.3% |
| 1Y | +59.2% | +15.9% | +43.3% | +54.6% |
| 3Y | +157.1% | +75.0% | +82.1% | +128.7% |
| 5Y | +119.6% | +13.4% | +106.2% | +111.2% |
| All | +452.3% | +48.0% | +404.3% | +401.6% |
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