+452.3%
EWT vs DRI
+331.7%
+120.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +9.1% | +1.1% | +8.1% | +8.9% |
| 30D | -12.2% | +9.7% | -21.9% | -13.8% |
| 3M | -9.4% | +3.2% | -12.6% | -10.2% |
| 6M | +2.7% | +20.6% | -17.9% | -1.6% |
| YTD | +53.3% | +28.3% | +25.0% | +44.6% |
| 1Y | +59.2% | +34.5% | +24.6% | +48.6% |
| 3Y | +157.1% | +66.5% | +90.6% | +127.3% |
| 5Y | +119.6% | +79.6% | +40.0% | +89.2% |
| All | +452.3% | +331.7% | +120.5% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling