+168.0%
EWD vs SPY
+307.0%
-139.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.7% | +2.6% | -0.9% | -0.8% |
| 30D | +4.1% | -2.0% | +6.0% | +6.0% |
| 3M | -0.1% | -2.8% | +2.7% | +2.6% |
| 6M | +6.3% | +2.1% | +4.2% | +4.0% |
| YTD | +9.6% | +11.5% | -1.9% | -1.4% |
| 1Y | +13.1% | +13.5% | -0.3% | +0.1% |
| 3Y | +75.7% | +77.7% | -2.0% | -2.0% |
| 5Y | +27.3% | +72.6% | -45.3% | -26.6% |
| All | +168.0% | +307.0% | -139.0% | -34.5% |
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