+573.9%
EWT vs DGX
+1,741.5%
-1,167.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -1.1% | -3.5% | +2.4% | -0.2% |
| 30D | +4.8% | -2.7% | +7.5% | +5.5% |
| 3M | +11.1% | +13.9% | -2.7% | +7.0% |
| 6M | +54.6% | +16.0% | +38.6% | +47.7% |
| YTD | +71.4% | +34.9% | +36.5% | +56.9% |
| 1Y | +82.1% | +30.6% | +51.5% | +67.7% |
| 3Y | +193.2% | +93.0% | +100.2% | +139.2% |
| 5Y | +146.1% | +64.4% | +81.7% | +107.2% |
| 10Y | +505.0% | +248.1% | +256.9% | +297.7% |
| All | +573.9% | +1,741.5% | -1,167.5% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling