+1,144.2%
EWD vs SPY
+1,857.2%
-713.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | 0.0% |
| 7D | +1.4% | -0.6% | +2.0% | +2.0% |
| 30D | +5.1% | -3.7% | +8.8% | +9.3% |
| 3M | -0.2% | -2.7% | +2.5% | +2.7% |
| 6M | +6.1% | +2.2% | +3.9% | +3.6% |
| YTD | +10.9% | +10.8% | 0.0% | -0.5% |
| 1Y | +15.7% | +11.2% | +4.5% | +3.5% |
| 3Y | +78.5% | +76.5% | +2.1% | -4.1% |
| 5Y | +30.8% | +72.9% | -42.2% | -27.9% |
| 10Y | +163.1% | +304.8% | -141.7% | -42.9% |
| All | +1,144.2% | +1,857.2% | -713.0% | -5.4% |
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