+286.5%
EWO vs SPY
+322.5%
-36.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.3% |
| 30D | +0.9% | -1.1% | +2.0% | +1.8% |
| 3M | +9.3% | +3.9% | +5.5% | +5.9% |
| 6M | +27.3% | +13.6% | +13.7% | +14.5% |
| YTD | +27.9% | +12.7% | +15.2% | +15.8% |
| 1Y | +46.8% | +17.5% | +29.3% | +28.3% |
| 3Y | +158.0% | +76.9% | +81.1% | +56.6% |
| 5Y | +123.7% | +83.6% | +40.1% | +30.6% |
| All | +286.5% | +322.5% | -36.0% | +15.5% |
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 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