+55.2%
EWT vs DE
+49.6%
+5.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -10.9% | +5.6% | -16.5% | -11.5% |
| 30D | -17.7% | -0.8% | -16.9% | -17.6% |
| 3M | -5.0% | +9.8% | -14.9% | -6.4% |
| 6M | +7.4% | +17.5% | -10.2% | +5.4% |
| YTD | +52.8% | +46.5% | +6.4% | +51.3% |
| 1Y | +55.2% | +46.1% | +9.1% | +53.2% |
| All | +55.2% | +49.6% | +5.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling