+40.2%
EWL vs SPY
+74.0%
-33.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -2.7% |
| 30D | +8.4% | -2.7% | +11.1% | +10.0% |
| 3M | +2.0% | -1.7% | +3.7% | +2.9% |
| 6M | +7.4% | +3.1% | +4.3% | +5.3% |
| YTD | +10.2% | +11.9% | -1.7% | +2.8% |
| 1Y | +13.8% | +12.0% | +1.8% | +6.1% |
| 3Y | +59.5% | +78.2% | -18.7% | +9.1% |
| 5Y | +40.2% | +73.2% | -33.0% | -4.6% |
| All | +40.2% | +74.0% | -33.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling