+59.5%
EWL vs SPY
+78.7%
-19.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -2.4% |
| 30D | +8.4% | -2.7% | +11.1% | +9.7% |
| 3M | +2.0% | -1.7% | +3.7% | +2.8% |
| 6M | +7.4% | +3.1% | +4.3% | +5.7% |
| YTD | +10.2% | +11.9% | -1.7% | +4.0% |
| 1Y | +13.8% | +12.0% | +1.8% | +7.4% |
| All | +59.5% | +78.7% | -19.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling