+55.2%
EWT vs DLTR
+45.2%
+10.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.6% | -10.9% | -1.5% |
| 7D | -10.9% | +15.6% | -26.5% | -11.3% |
| 30D | -17.7% | +29.9% | -47.6% | -18.8% |
| 3M | -5.0% | +12.5% | -17.5% | -5.3% |
| 6M | +7.4% | +56.3% | -48.9% | +2.4% |
| YTD | +52.8% | +19.5% | +33.3% | +51.6% |
| 1Y | +55.2% | +44.0% | +11.2% | +46.0% |
| All | +55.2% | +45.2% | +10.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling