+208.0%
EWP vs SPY
+311.3%
-103.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +1.1% | +0.5% | +0.5% | +0.6% |
| 30D | -0.7% | -0.9% | +0.2% | +0.1% |
| 3M | +11.6% | +3.9% | +7.7% | +8.0% |
| 6M | +18.8% | +14.5% | +4.3% | +6.2% |
| YTD | +17.3% | +12.9% | +4.3% | +6.1% |
| 1Y | +33.3% | +19.4% | +14.0% | +15.2% |
| 3Y | +148.3% | +78.5% | +69.9% | +49.9% |
| 5Y | +159.9% | +81.8% | +78.2% | +53.1% |
| 10Y | +208.0% | +311.5% | -103.6% | -14.8% |
| All | +208.0% | +311.3% | -103.3% | -14.8% |
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