+591.5%
EWT vs DLTR
+786.5%
-195.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.0% |
| 7D | +2.1% | -10.2% | +12.4% | +4.1% |
| 30D | +9.4% | -8.5% | +17.9% | +11.0% |
| 3M | +10.9% | +5.6% | +5.3% | +9.4% |
| 6M | +57.9% | +2.2% | +55.7% | +55.7% |
| YTD | +75.9% | -3.8% | +79.7% | +75.0% |
| 1Y | +89.7% | +22.9% | +66.8% | +79.9% |
| 3Y | +200.9% | +2.0% | +198.8% | +186.3% |
| 5Y | +154.5% | +29.8% | +124.7% | +123.6% |
| 10Y | +520.8% | +45.0% | +475.8% | +410.3% |
| All | +591.5% | +786.5% | -195.0% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling