+146.1%
EWT vs DT
-27.8%
+173.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.8% |
| 7D | -1.1% | -2.5% | +1.4% | -0.7% |
| 30D | +4.8% | +3.5% | +1.2% | +4.0% |
| 3M | +11.1% | +26.7% | -15.6% | +5.8% |
| 6M | +54.6% | +36.1% | +18.5% | +44.1% |
| YTD | +71.4% | +18.6% | +52.8% | +63.8% |
| 1Y | +82.1% | +7.9% | +74.2% | +77.2% |
| 3Y | +193.2% | +8.6% | +184.7% | +180.4% |
| 5Y | +146.1% | -26.7% | +172.8% | +128.3% |
| All | +146.1% | -27.8% | +173.9% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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