+36.0%
EWT vs DOC
+21.7%
+14.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.2% | -11.3% | -11.5% |
| 7D | -19.0% | +6.2% | -25.2% | -19.1% |
| 30D | -27.0% | +6.5% | -33.4% | -27.1% |
| 3M | -15.6% | -6.2% | -9.3% | -14.9% |
| 6M | -7.4% | +25.6% | -33.0% | -11.0% |
| YTD | +35.2% | +32.1% | +3.1% | +30.7% |
| 1Y | +36.0% | +20.3% | +15.7% | +31.9% |
| All | +36.0% | +21.7% | +14.3% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling