+4,191.6%
EWBC vs SPY
+874.1%
+3,317.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | +1.6% | +3.3% | -1.7% | -2.3% |
| 30D | +5.5% | -2.7% | +8.2% | +8.8% |
| 3M | -2.3% | -1.7% | -0.5% | -0.5% |
| 6M | +9.8% | +3.1% | +6.7% | +5.1% |
| YTD | +19.7% | +11.9% | +7.8% | +3.9% |
| 1Y | +27.7% | +12.0% | +15.7% | +10.7% |
| 3Y | +150.8% | +78.2% | +72.6% | +25.3% |
| 5Y | +80.0% | +73.2% | +6.8% | -4.6% |
| 10Y | +267.6% | +309.6% | -42.1% | -25.9% |
| All | +4,191.6% | +874.1% | +3,317.5% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling