+156.4%
EWT vs D
+8.5%
+147.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | +1.6% | +0.8% | +0.9% | +1.6% |
| 30D | +8.2% | -0.7% | +8.9% | +8.3% |
| 3M | +11.1% | +2.1% | +9.0% | +10.8% |
| 6M | +60.4% | +6.8% | +53.6% | +59.1% |
| YTD | +75.6% | +16.5% | +59.0% | +72.7% |
| 1Y | +91.3% | +19.2% | +72.2% | +87.6% |
| 3Y | +200.3% | +61.9% | +138.4% | +181.6% |
| 5Y | +156.4% | +6.5% | +149.8% | +145.2% |
| All | +156.4% | +8.5% | +147.8% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling