+513.6%
EWT vs DD
+66.6%
+447.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -3.5% | +2.4% | +0.1% |
| 30D | +4.5% | -11.7% | +16.1% | +9.0% |
| 3M | +8.3% | -9.2% | +17.5% | +11.9% |
| 6M | +54.2% | -7.2% | +61.4% | +58.0% |
| YTD | +74.6% | +6.6% | +68.0% | +70.4% |
| 1Y | +84.9% | +32.0% | +52.9% | +67.2% |
| 3Y | +197.5% | +42.1% | +155.4% | +157.3% |
| 5Y | +150.6% | +58.1% | +92.5% | +105.7% |
| All | +513.6% | +66.6% | +447.0% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling