+154.5%
EWT vs DAR
-8.0%
+162.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +9.4% | +7.4% | +1.9% | +7.8% |
| 3M | +10.9% | +15.7% | -4.8% | +7.7% |
| 6M | +57.9% | +30.0% | +27.9% | +49.8% |
| YTD | +75.9% | +87.5% | -11.6% | +56.0% |
| 1Y | +89.7% | +113.4% | -23.7% | +63.5% |
| 3Y | +200.9% | +15.3% | +185.6% | +184.8% |
| 5Y | +154.5% | -4.3% | +158.8% | +139.8% |
| All | +154.5% | -8.0% | +162.5% | +139.8% |
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