+154.5%
EWT vs DRI
+68.4%
+86.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +2.1% | -4.8% | +7.0% | +3.3% |
| 30D | +9.4% | -3.9% | +13.3% | +10.3% |
| 3M | +10.9% | +5.1% | +5.8% | +9.0% |
| 6M | +57.9% | +5.5% | +52.4% | +54.8% |
| YTD | +75.9% | +16.5% | +59.4% | +67.3% |
| 1Y | +89.7% | +2.0% | +87.7% | +86.7% |
| 3Y | +200.9% | +54.5% | +146.4% | +157.0% |
| 5Y | +154.5% | +66.6% | +87.9% | +105.9% |
| All | +154.5% | +68.4% | +86.1% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling