+119.0%
EWT vs DG
-35.8%
+154.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.1% |
| 7D | +9.1% | +0.3% | +8.8% | +9.1% |
| 30D | -12.2% | +3.2% | -15.5% | -12.3% |
| 3M | -9.4% | +10.4% | -19.8% | -9.8% |
| 6M | +2.7% | +33.2% | -30.5% | +1.1% |
| YTD | +53.3% | +3.0% | +50.3% | +52.8% |
| 1Y | +59.2% | +31.2% | +28.0% | +57.1% |
| 3Y | +157.1% | +21.8% | +135.3% | +152.3% |
| All | +119.0% | -35.8% | +154.8% | +125.4% |
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