+57.9%
EWT vs DLTR
+3.4%
+54.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.4% |
| 7D | +2.1% | -10.2% | +12.4% | +2.5% |
| 30D | +9.4% | -8.5% | +17.9% | +9.7% |
| 3M | +10.9% | +5.6% | +5.3% | +9.7% |
| 6M | +57.9% | +2.2% | +55.7% | +61.5% |
| All | +57.9% | +3.4% | +54.6% | +61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling