+136.6%
EWT vs D
+79.5%
+57.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.9% |
| 7D | -11.7% | +3.0% | -14.7% | -11.7% |
| 30D | -23.2% | +11.5% | -34.7% | -23.2% |
| 3M | -12.5% | +3.7% | -16.2% | -12.4% |
| 6M | -5.9% | +13.5% | -19.5% | -6.4% |
| YTD | +40.5% | +20.7% | +19.7% | +39.2% |
| 1Y | +43.7% | +18.2% | +25.5% | +42.6% |
| 3Y | +136.6% | +73.3% | +63.3% | +124.7% |
| All | +136.6% | +79.5% | +57.1% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling