Regression from Aug 2006 - Oct 2013

Rm-Rf Alpha R2
1.12 -0.84% 0.867
Standard error 0.0474 0.0023
t-statistics 23.56 -0.30

Fund Profile

Symbol DON
Issuer WisdomTree
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf Rf
200608 2.50 2.03 0.42
200609 1.66 1.84 0.41
200610 3.58 3.23 0.41
200611 2.74 1.71 0.42
200612 -0.15 0.87 0.40
200701 3.09 1.41 0.44
200702 -0.56 -1.95 0.38
200703 -0.54 0.68 0.43
200704 2.70 3.49 0.44
200705 2.67 3.24 0.41
200706 -3.77 -1.96 0.40
200707 -6.37 -3.74 0.40
200708 1.98 0.92 0.42
200709 1.86 3.23 0.32
200710 0.02 1.80 0.32
200711 -4.49 -4.82 0.34
200712 -2.57 -0.86 0.27
200801 -1.18 -6.35 0.21
200802 -5.35 -3.09 0.13
200803 -1.46 -0.94 0.17
200804 5.39 4.60 0.18
200805 2.56 1.86 0.18
200806 -11.60 -8.44 0.17
200807 1.35 -0.77 0.15
200808 3.42 1.53 0.13
200809 -4.86 -9.24 0.15
200810 -22.55 -17.23 0.08
200811 -9.58 -7.86 0.03
200812 7.97 1.66 0.09
200901 -12.83 -8.12 0.00
200902 -14.80 -10.09 0.01
200903 8.41 8.95 0.02
200904 17.73 10.19 0.01
200905 2.93 5.21 0.00
200906 -1.72 0.43 0.01
200907 11.81 7.72 0.01
200908 8.13 3.32 0.01
200909 6.04 4.08 0.01
200910 -4.55 -2.59 0.00
200911 5.09 5.56 0.00
200912 7.04 2.75 0.01
201001 -3.22 -3.36 0.00
201002 4.38 3.40 0.00
201003 7.36 6.32 0.01
201004 3.81 2.00 0.00
201005 -6.67 -7.89 0.01
201006 -5.42 -5.56 0.01
201007 7.64 6.92 0.01
201008 -4.01 -4.77 0.01
201009 8.36 9.54 0.01
201010 3.18 3.88 0.01
201011 0.16 0.60 0.01
201012 5.81 6.82 0.01
201101 2.09 2.01 0.01
201102 3.75 3.49 0.01
201103 1.19 0.48 0.01
201104 3.75 2.90 0.00
201105 -0.02 -1.27 0.00
201106 -2.19 -1.75 0.00
201107 -2.73 -2.34 0.00
201108 -4.28 -6.00 0.01
201109 -8.32 -7.60 0.00
201110 11.56 11.34 0.00
201111 -0.39 -0.26 0.00
201112 2.11 0.74 0.00
201201 3.35 5.06 0.00
201202 3.04 4.43 0.00
201203 2.29 3.11 0.00
201204 -0.13 -0.84 0.00
201205 -5.56 -6.20 0.01
201206 3.63 3.88 0.00
201207 0.72 0.79 0.00
201208 2.21 2.56 0.01
201209 2.00 2.74 0.01
201210 0.33 -1.75 0.01
201211 0.74 0.77 0.01
201212 1.24 1.18 0.01
201301 7.09 5.58 0.00
201302 1.51 1.28 0.00
201303 5.07 4.03 0.00
201304 1.77 1.56 0.00
201305 0.44 2.81 0.00
201306 -1.03 -1.21 0.00
201307 6.11 5.65 0.00
201308 -3.56 -2.69 0.00
201309 4.27 3.76 0.00
201310 -1.68 4.17 0.00

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