+594.1%
EWT vs DRI
+4,025.6%
-3,431.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +4.0% | +0.6% | +3.4% | +3.8% |
| 30D | +10.3% | +3.8% | +6.5% | +9.2% |
| 3M | +6.1% | +13.0% | -6.9% | +2.6% |
| 6M | +56.6% | +8.3% | +48.3% | +52.8% |
| YTD | +76.6% | +20.6% | +56.0% | +67.5% |
| 1Y | +97.9% | +6.5% | +91.4% | +92.9% |
| 3Y | +198.0% | +53.7% | +144.3% | +162.5% |
| 5Y | +151.8% | +72.7% | +79.1% | +113.2% |
| 10Y | +514.1% | +363.2% | +151.0% | +269.8% |
| All | +594.1% | +4,025.6% | -3,431.5% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling