+398.4%
EWT vs DT
+103.5%
+294.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +4.0% | -3.3% | +7.3% | +4.6% |
| 30D | +10.3% | +2.0% | +8.3% | +9.7% |
| 3M | +6.1% | +20.0% | -13.9% | +2.0% |
| 6M | +56.6% | +39.3% | +17.3% | +45.1% |
| YTD | +76.6% | +19.8% | +56.8% | +68.1% |
| 1Y | +97.9% | +4.3% | +93.6% | +93.2% |
| 3Y | +198.0% | +7.7% | +190.3% | +185.1% |
| 5Y | +151.8% | -26.8% | +178.6% | +148.4% |
| All | +398.4% | +103.5% | +294.8% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling