+157.1%
EWT vs DOCN
+245.3%
-88.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.9% |
| 7D | +9.1% | +19.1% | -10.0% | +5.6% |
| 30D | -12.2% | -21.0% | +8.8% | -8.8% |
| 3M | -9.4% | -34.7% | +25.3% | -3.6% |
| 6M | +2.7% | -45.8% | +48.4% | +11.5% |
| YTD | +53.3% | +79.4% | -26.1% | +32.1% |
| 1Y | +59.2% | +91.0% | -31.8% | +35.5% |
| 3Y | +157.1% | +237.5% | -80.4% | +84.4% |
| All | +157.1% | +245.3% | -88.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 3y: compounded portfolio wealth divided by compounded DOCN 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…
3y analysis · Full analysis span regression · 6 months rolling