+97.4%
EWT vs DOC
-22.1%
+119.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.2% | -11.3% | -11.5% |
| 7D | -19.0% | +6.2% | -25.2% | -20.0% |
| 30D | -27.0% | +6.5% | -33.4% | -28.1% |
| 3M | -15.6% | -6.2% | -9.3% | -14.4% |
| 6M | -7.4% | +25.6% | -33.0% | -13.4% |
| YTD | +35.2% | +32.1% | +3.1% | +24.5% |
| 1Y | +36.0% | +20.3% | +15.7% | +28.4% |
| 3Y | +128.2% | +42.7% | +85.5% | +101.1% |
| 5Y | +97.4% | -22.2% | +119.5% | +112.3% |
| All | +97.4% | -22.1% | +119.4% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling