+149.4%
EWT vs DKS
+13.6%
+135.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -1.1% | -3.0% | +1.8% | -0.7% |
| 30D | +4.5% | -33.4% | +37.8% | +10.2% |
| 3M | +8.3% | -39.4% | +47.6% | +15.9% |
| 6M | +54.2% | -30.1% | +84.3% | +60.5% |
| YTD | +74.6% | -31.0% | +105.5% | +81.8% |
| 1Y | +84.9% | -40.2% | +125.1% | +97.1% |
| 3Y | +197.5% | +30.9% | +166.6% | +174.2% |
| All | +149.4% | +13.6% | +135.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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