+537.5%
EWK vs SPY
+1,868.8%
-1,331.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +1.3% | +2.6% | -1.3% | -0.6% |
| 30D | +7.6% | -2.0% | +9.6% | +9.0% |
| 3M | +1.6% | -2.8% | +4.4% | +3.6% |
| 6M | +3.9% | +2.1% | +1.7% | +1.7% |
| YTD | +13.3% | +11.5% | +1.8% | +3.7% |
| 1Y | +14.1% | +13.5% | +0.6% | +3.0% |
| 3Y | +66.5% | +77.7% | -11.2% | +4.2% |
| 5Y | +41.2% | +72.6% | -31.5% | -10.3% |
| 10Y | +102.0% | +308.2% | -206.2% | -35.6% |
| All | +537.5% | +1,868.8% | -1,331.3% | -5.3% |
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