+431.4%
EWT vs DOC
+642.2%
-210.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.2% | -11.3% | -11.5% |
| 7D | -19.0% | +6.2% | -25.2% | -20.5% |
| 30D | -27.0% | +6.5% | -33.4% | -28.6% |
| 3M | -15.6% | -6.2% | -9.3% | -14.2% |
| 6M | -7.4% | +25.6% | -33.0% | -15.0% |
| YTD | +35.2% | +32.1% | +3.1% | +21.8% |
| 1Y | +36.0% | +20.3% | +15.7% | +26.2% |
| 3Y | +128.2% | +42.7% | +85.5% | +96.6% |
| 5Y | +97.4% | -22.2% | +119.5% | +104.0% |
| 10Y | +368.6% | +16.5% | +352.1% | +294.7% |
| All | +431.4% | +642.2% | -210.8% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling