+513.6%
EWT vs DRI
+353.8%
+159.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.5% |
| 30D | +4.5% | -7.8% | +12.3% | +6.1% |
| 3M | +8.3% | +0.4% | +7.9% | +7.9% |
| 6M | +54.2% | +4.8% | +49.4% | +52.1% |
| YTD | +74.6% | +16.7% | +57.8% | +68.1% |
| 1Y | +84.9% | +1.5% | +83.4% | +82.8% |
| 3Y | +197.5% | +56.3% | +141.3% | +167.0% |
| 5Y | +150.6% | +66.4% | +84.2% | +119.7% |
| All | +513.6% | +353.8% | +159.8% | +366.1% |
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