+590.1%
EWT vs DD
+399.4%
+190.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | +8.2% | -7.4% | +15.6% | +11.3% |
| 3M | +11.1% | -6.4% | +17.5% | +13.8% |
| 6M | +60.4% | -2.5% | +62.9% | +61.6% |
| YTD | +75.6% | +10.2% | +65.3% | +68.6% |
| 1Y | +91.3% | +36.9% | +54.4% | +68.7% |
| 3Y | +200.3% | +47.0% | +153.3% | +152.4% |
| 5Y | +156.4% | +63.1% | +93.2% | +103.3% |
| 10Y | +495.8% | +68.2% | +427.6% | +331.4% |
| All | +590.1% | +399.4% | +190.8% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling