+30.8%
EWD vs SPY
+72.2%
-41.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.9% |
| 30D | +5.1% | -3.7% | +8.8% | +9.0% |
| 3M | -0.2% | -2.7% | +2.5% | +2.5% |
| 6M | +6.1% | +2.2% | +3.9% | +3.8% |
| YTD | +10.9% | +10.8% | 0.0% | +0.2% |
| 1Y | +15.7% | +11.2% | +4.5% | +4.3% |
| 3Y | +78.5% | +76.5% | +2.1% | -1.9% |
| 5Y | +30.8% | +72.9% | -42.2% | -26.0% |
| All | +30.8% | +72.2% | -41.4% | -26.0% |
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