+87.5%
EWK vs SPY
+322.5%
-234.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | 0.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.4% |
| 30D | +0.9% | -1.1% | +2.0% | +1.7% |
| 3M | -1.3% | +3.9% | -5.2% | -4.1% |
| 6M | +10.5% | +13.6% | -3.1% | +0.7% |
| YTD | +12.2% | +12.7% | -0.5% | +2.7% |
| 1Y | +18.9% | +17.5% | +1.4% | +5.5% |
| 3Y | +58.5% | +76.9% | -18.4% | +1.8% |
| 5Y | +42.8% | +83.6% | -40.8% | -11.6% |
| All | +87.5% | +322.5% | -234.9% | -36.6% |
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