+199.3%
EWC vs SPY
+311.8%
-112.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.8% |
| 7D | -2.2% | -0.9% | -1.3% | -1.5% |
| 30D | +1.7% | -2.4% | +4.1% | +3.7% |
| 3M | -1.7% | -1.2% | -0.5% | -0.8% |
| 6M | +4.5% | +3.3% | +1.2% | +1.5% |
| YTD | +12.7% | +12.3% | +0.4% | +1.9% |
| 1Y | +20.1% | +12.4% | +7.7% | +8.5% |
| 3Y | +92.2% | +78.8% | +13.4% | +15.4% |
| 5Y | +69.5% | +75.2% | -5.7% | +2.9% |
| 10Y | +199.3% | +311.1% | -111.8% | -14.9% |
| All | +199.3% | +311.8% | -112.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling