+497.7%
EWT vs DOC
-2.1%
+499.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +4.0% | -1.5% | +5.4% | +4.3% |
| 30D | +10.3% | -4.8% | +15.1% | +11.6% |
| 3M | +6.1% | +6.9% | -0.8% | +3.9% |
| 6M | +56.6% | +20.7% | +35.9% | +48.1% |
| YTD | +76.6% | +34.1% | +42.4% | +62.2% |
| 1Y | +97.9% | +22.6% | +75.2% | +85.7% |
| 3Y | +198.0% | +20.8% | +177.2% | +176.7% |
| 5Y | +151.8% | -24.9% | +176.6% | +162.4% |
| All | +497.7% | -2.1% | +499.8% | +494.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling