+146.1%
EWT vs DG
-39.4%
+185.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.5% |
| 7D | -1.1% | -6.3% | +5.2% | -0.8% |
| 30D | +4.8% | +2.4% | +2.4% | +4.7% |
| 3M | +11.1% | +12.4% | -1.3% | +10.4% |
| 6M | +54.6% | -14.9% | +69.6% | +55.4% |
| YTD | +71.4% | -6.1% | +77.5% | +71.6% |
| 1Y | +82.1% | +17.9% | +64.2% | +80.4% |
| 3Y | +193.2% | +3.1% | +190.1% | +191.0% |
| 5Y | +146.1% | -38.7% | +184.8% | +152.9% |
| All | +146.1% | -39.4% | +185.5% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling