+371.1%
EWT vs DOC
+15.7%
+355.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.7% |
| 7D | -11.7% | +6.5% | -18.2% | -13.1% |
| 30D | -23.2% | +9.2% | -32.4% | -25.0% |
| 3M | -12.5% | -2.5% | -10.0% | -12.2% |
| 6M | -5.9% | +7.1% | -13.0% | -8.1% |
| YTD | +40.5% | +33.0% | +7.5% | +29.2% |
| 1Y | +43.7% | +23.3% | +20.5% | +34.7% |
| 3Y | +136.6% | +44.9% | +91.7% | +109.4% |
| 5Y | +105.1% | -21.6% | +126.7% | +111.1% |
| All | +371.1% | +15.7% | +355.4% | +328.0% |
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