+223.8%
EWP vs SPY
+307.0%
-83.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.4% | +2.6% | +0.8% | +1.2% |
| 30D | +3.3% | -2.0% | +5.3% | +4.9% |
| 3M | -4.6% | -2.8% | -1.8% | -2.4% |
| 6M | +7.7% | +2.1% | +5.5% | +5.6% |
| YTD | +12.7% | +11.5% | +1.2% | +3.0% |
| 1Y | +18.0% | +13.5% | +4.5% | +6.3% |
| 3Y | +133.4% | +77.7% | +55.7% | +41.3% |
| 5Y | +151.4% | +72.6% | +78.8% | +55.0% |
| All | +223.8% | +307.0% | -83.2% | -14.5% |
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