+127.4%
EWT vs DAR
-31.4%
+158.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.8% | +4.9% |
| 7D | +3.2% | +3.6% | -0.4% | +2.6% |
| 30D | -12.3% | -11.3% | -1.1% | -10.5% |
| 3M | -3.6% | -13.1% | +9.5% | -1.5% |
| 6M | +3.1% | -15.1% | +18.2% | +5.6% |
| YTD | +57.7% | +50.5% | +7.2% | +45.3% |
| 1Y | +60.3% | +57.9% | +2.3% | +46.2% |
| 3Y | +163.4% | +28.9% | +134.4% | +141.5% |
| 5Y | +127.4% | -31.4% | +158.9% | +130.4% |
| All | +127.4% | -31.4% | +158.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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