+57.9%
EWT vs DKS
-30.2%
+88.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | +2.1% | -2.9% | +5.0% | +2.2% |
| 30D | +9.4% | -37.7% | +47.1% | +12.5% |
| 3M | +10.9% | -38.9% | +49.8% | +14.2% |
| 6M | +57.9% | -31.1% | +89.0% | +54.9% |
| All | +57.9% | -30.2% | +88.1% | +54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling