+102.7%
EWT vs DOC
-21.4%
+124.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.8% |
| 7D | -11.7% | +6.5% | -18.2% | -12.9% |
| 30D | -23.2% | +9.2% | -32.4% | -24.8% |
| 3M | -12.5% | -2.5% | -10.0% | -12.1% |
| 6M | -5.9% | +7.1% | -13.0% | -8.0% |
| YTD | +40.5% | +33.0% | +7.5% | +29.2% |
| 1Y | +43.7% | +23.3% | +20.5% | +34.8% |
| 3Y | +136.6% | +44.9% | +91.7% | +107.7% |
| All | +102.7% | -21.4% | +124.1% | +117.3% |
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