Regression from Aug 2006 - Oct 2013

Rm-Rf Alpha R2
0.93 -2.06% 0.909
Standard error 0.0318 0.0016
t-statistics 29.14 -1.10

Fund Profile

Symbol DTD
Issuer WisdomTree
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf Rf
200608 2.07 2.03 0.42
200609 2.11 1.84 0.41
200610 2.47 3.23 0.41
200611 1.53 1.71 0.42
200612 1.42 0.87 0.40
200701 1.79 1.41 0.44
200702 -1.78 -1.95 0.38
200703 0.35 0.68 0.43
200704 3.93 3.49 0.44
200705 3.10 3.24 0.41
200706 -2.41 -1.96 0.40
200707 -3.56 -3.74 0.40
200708 1.88 0.92 0.42
200709 2.91 3.23 0.32
200710 0.79 1.80 0.32
200711 -4.10 -4.82 0.34
200712 -1.85 -0.86 0.27
200801 -2.99 -6.35 0.21
200802 -4.81 -3.09 0.13
200803 -1.26 -0.94 0.17
200804 3.66 4.60 0.18
200805 -0.70 1.86 0.18
200806 -11.73 -8.44 0.17
200807 1.93 -0.77 0.15
200808 2.11 1.53 0.13
200809 -5.41 -9.24 0.15
200810 -16.73 -17.23 0.08
200811 -7.57 -7.86 0.03
200812 2.08 1.66 0.09
200901 -12.94 -8.12 0.00
200902 -12.78 -10.09 0.01
200903 9.16 8.95 0.02
200904 11.12 10.19 0.01
200905 4.11 5.21 0.00
200906 0.88 0.43 0.01
200907 8.09 7.72 0.01
200908 4.67 3.32 0.01
200909 3.61 4.08 0.01
200910 -2.28 -2.59 0.00
200911 6.22 5.56 0.00
200912 1.68 2.75 0.01
201001 -3.14 -3.36 0.00
201002 2.23 3.40 0.00
201003 5.62 6.32 0.01
201004 1.94 2.00 0.00
201005 -7.38 -7.89 0.01
201006 -3.97 -5.56 0.01
201007 7.38 6.92 0.01
201008 -2.57 -4.77 0.01
201009 7.44 9.54 0.01
201010 3.22 3.88 0.01
201011 -0.47 0.60 0.01
201012 6.22 6.82 0.01
201101 1.19 2.01 0.01
201102 3.42 3.49 0.01
201103 1.20 0.48 0.01
201104 3.23 2.90 0.00
201105 -0.11 -1.27 0.00
201106 -1.47 -1.75 0.00
201107 -2.33 -2.34 0.00
201108 -3.36 -6.00 0.01
201109 -5.29 -7.60 0.00
201110 8.84 11.34 0.00
201111 0.78 -0.26 0.00
201112 2.75 0.74 0.00
201201 2.89 5.06 0.00
201202 3.02 4.43 0.00
201203 2.81 3.11 0.00
201204 -0.16 -0.84 0.00
201205 -4.61 -6.20 0.01
201206 4.32 3.88 0.00
201207 1.74 0.79 0.00
201208 0.80 2.56 0.01
201209 2.26 2.74 0.01
201210 -1.04 -1.75 0.01
201211 -0.19 0.77 0.01
201212 0.86 1.18 0.01
201301 5.17 5.58 0.00
201302 1.50 1.28 0.00
201303 3.89 4.03 0.00
201304 2.61 1.56 0.00
201305 0.47 2.81 0.00
201306 -0.60 -1.21 0.00
201307 4.37 5.65 0.00
201308 -3.72 -2.69 0.00
201309 2.52 3.76 0.00
201310 -0.86 4.17 0.00

Other Funds


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