+149.4%
EWT vs DGX
+66.8%
+82.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | +4.5% | -1.2% | +5.6% | +4.5% |
| 3M | +8.3% | +15.8% | -7.5% | +6.7% |
| 6M | +54.2% | +18.2% | +36.1% | +51.5% |
| YTD | +74.6% | +37.2% | +37.4% | +68.0% |
| 1Y | +84.9% | +30.4% | +54.5% | +79.0% |
| 3Y | +197.5% | +96.7% | +100.8% | +165.4% |
| All | +149.4% | +66.8% | +82.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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