+519.9%
EWT vs D
+809.4%
-289.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.0% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | -12.3% | +9.0% | -21.3% | -15.1% |
| 3M | -3.6% | +1.0% | -4.6% | -4.3% |
| 6M | +3.1% | +11.0% | -7.9% | -1.4% |
| YTD | +57.7% | +19.8% | +37.9% | +46.4% |
| 1Y | +60.3% | +16.0% | +44.3% | +50.3% |
| 3Y | +163.4% | +74.4% | +89.0% | +107.7% |
| 5Y | +127.4% | +13.5% | +113.9% | +106.7% |
| 10Y | +462.7% | +48.4% | +414.3% | +323.9% |
| All | +519.9% | +809.4% | -289.5% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling