+647.9%
EWI vs SPY
+1,868.8%
-1,220.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +3.1% | +2.6% | +0.6% | +0.7% |
| 30D | +3.9% | -2.0% | +5.9% | +5.9% |
| 3M | -7.9% | -2.8% | -5.1% | -5.4% |
| 6M | +0.9% | +2.1% | -1.2% | -1.1% |
| YTD | +9.4% | +11.5% | -2.0% | -1.1% |
| 1Y | +11.6% | +13.5% | -1.9% | -0.9% |
| 3Y | +105.6% | +77.7% | +27.9% | +17.8% |
| 5Y | +106.6% | +72.6% | +34.0% | +21.2% |
| 10Y | +266.8% | +308.2% | -41.3% | -5.4% |
| All | +647.9% | +1,868.8% | -1,220.9% | -28.5% |
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