+781.5%
EWT vs DG
+577.8%
+203.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | +1.6% | -2.5% | +4.1% | +2.0% |
| 30D | +8.2% | +1.0% | +7.2% | +8.0% |
| 3M | +11.1% | +20.3% | -9.3% | +7.9% |
| 6M | +60.4% | -11.7% | +72.2% | +62.5% |
| YTD | +75.6% | -2.3% | +77.9% | +75.1% |
| 1Y | +91.3% | +20.0% | +71.3% | +84.7% |
| 3Y | +200.3% | +7.2% | +193.0% | +186.6% |
| 5Y | +156.4% | -37.9% | +194.3% | +167.0% |
| 10Y | +495.8% | +107.3% | +388.5% | +386.2% |
| All | +781.5% | +577.8% | +203.7% | +422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling