+104.0%
EWBC vs SPY
+81.8%
+22.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.5% |
| 7D | +2.0% | +0.5% | +1.4% | +1.3% |
| 30D | -1.9% | -0.9% | -0.9% | -0.7% |
| 3M | +3.0% | +3.9% | -0.9% | -2.2% |
| 6M | +23.1% | +14.5% | +8.6% | +2.7% |
| YTD | +17.3% | +12.9% | +4.3% | -0.2% |
| 1Y | +21.0% | +19.4% | +1.6% | -4.4% |
| 3Y | +161.9% | +78.5% | +83.5% | +20.9% |
| 5Y | +104.0% | +81.8% | +22.3% | -7.3% |
| All | +104.0% | +81.8% | +22.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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