+687.9%
EWI vs SPY
+1,894.1%
-1,206.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | +0.4% | +0.5% | -0.2% | -0.1% |
| 30D | -3.0% | -0.9% | -2.1% | -2.2% |
| 3M | +6.8% | +3.9% | +2.9% | +3.0% |
| 6M | +18.3% | +14.5% | +3.8% | +4.2% |
| YTD | +15.3% | +12.9% | +2.4% | +2.9% |
| 1Y | +25.3% | +19.4% | +6.0% | +6.1% |
| 3Y | +118.5% | +78.5% | +40.0% | +24.7% |
| 5Y | +126.0% | +81.8% | +44.3% | +26.2% |
| 10Y | +264.5% | +311.5% | -47.0% | -6.6% |
| All | +687.9% | +1,894.1% | -1,206.2% | -25.5% |
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 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