+586.2%
EWT vs DTE
+1,303.6%
-717.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.4% |
| 7D | -1.1% | -2.6% | +1.4% | -0.1% |
| 30D | +4.5% | -4.4% | +8.9% | +6.3% |
| 3M | +8.3% | -8.3% | +16.6% | +11.8% |
| 6M | +54.2% | -8.1% | +62.3% | +58.6% |
| YTD | +74.6% | +4.4% | +70.2% | +70.0% |
| 1Y | +84.9% | +0.2% | +84.7% | +82.9% |
| 3Y | +197.5% | +42.6% | +154.9% | +148.4% |
| 5Y | +150.6% | +31.5% | +119.1% | +112.8% |
| 10Y | +516.1% | +138.2% | +377.8% | +265.0% |
| All | +586.2% | +1,303.6% | -717.3% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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