+199.8%
EWT vs DG
+4.6%
+195.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +2.1% | -4.8% | +7.0% | +2.2% |
| 30D | +9.4% | +1.8% | +7.6% | +9.4% |
| 3M | +10.9% | +14.5% | -3.6% | +10.4% |
| 6M | +57.9% | -13.6% | +71.5% | +57.9% |
| YTD | +75.9% | -4.8% | +80.8% | +75.9% |
| 1Y | +89.7% | +21.6% | +68.1% | +89.5% |
| All | +199.8% | +4.6% | +195.2% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling