+199.8%
EWT vs DD
+42.2%
+157.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.2% |
| 7D | +2.1% | -3.8% | +5.9% | +3.6% |
| 30D | +9.4% | -9.2% | +18.6% | +13.4% |
| 3M | +10.9% | -9.0% | +19.9% | +14.8% |
| 6M | +57.9% | -5.0% | +62.9% | +60.8% |
| YTD | +75.9% | +7.4% | +68.5% | +71.5% |
| 1Y | +89.7% | +35.1% | +54.6% | +69.7% |
| All | +199.8% | +42.2% | +157.7% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling