+502.5%
EWT vs DAR
+4,165.9%
-3,663.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +9.1% | +11.6% | -2.4% | +8.2% |
| 30D | -12.2% | -10.2% | -2.0% | -11.4% |
| 3M | -9.4% | -14.8% | +5.4% | -8.3% |
| 6M | +2.7% | -10.1% | +12.7% | +3.4% |
| YTD | +53.3% | +55.5% | -2.2% | +47.6% |
| 1Y | +59.2% | +61.7% | -2.5% | +52.8% |
| 3Y | +157.1% | +37.2% | +119.9% | +147.2% |
| 5Y | +119.6% | -26.9% | +146.5% | +119.7% |
| 10Y | +446.9% | +314.4% | +132.5% | +378.5% |
| All | +502.5% | +4,165.9% | -3,663.4% | +400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling