+594.1%
EWT vs SPG
+2,932.5%
-2,338.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | +4.0% | -2.4% | +6.4% | +4.7% |
| 30D | +10.3% | -6.8% | +17.1% | +12.6% |
| 3M | +6.1% | +2.7% | +3.4% | +4.7% |
| 6M | +56.6% | +5.5% | +51.2% | +53.3% |
| YTD | +76.6% | +15.7% | +60.9% | +67.8% |
| 1Y | +97.9% | +20.9% | +77.0% | +85.2% |
| 3Y | +198.0% | +112.4% | +85.6% | +132.5% |
| 5Y | +151.8% | +101.4% | +50.4% | +96.2% |
| 10Y | +514.1% | +60.6% | +453.5% | +359.9% |
| All | +594.1% | +2,932.5% | -2,338.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 all: compounded portfolio wealth divided by compounded SPG 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…
all analysis · Full analysis span regression · 6 months rolling