+149.3%
EWP vs SPY
+77.4%
+71.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +0.9% | +0.1% | +0.9% | +0.9% |
| 3M | +10.9% | +2.0% | +8.9% | +9.3% |
| 6M | +16.6% | +13.0% | +3.6% | +7.4% |
| YTD | +18.3% | +13.5% | +4.7% | +8.7% |
| 1Y | +36.1% | +20.0% | +16.2% | +21.0% |
| All | +149.3% | +77.4% | +71.9% | +63.4% |
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