+513.6%
EWT vs DG
+101.8%
+411.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | -1.1% | -6.5% | +5.3% | -0.4% |
| 30D | +4.5% | +4.2% | +0.3% | +3.9% |
| 3M | +8.3% | +9.5% | -1.3% | +6.8% |
| 6M | +54.2% | -13.1% | +67.4% | +56.2% |
| YTD | +74.6% | -4.8% | +79.4% | +74.8% |
| 1Y | +84.9% | +20.6% | +64.3% | +79.2% |
| 3Y | +197.5% | +4.9% | +192.6% | +186.7% |
| 5Y | +150.6% | -37.9% | +188.5% | +163.8% |
| All | +513.6% | +101.8% | +411.8% | +413.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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