+157.1%
EWT vs SPY
+78.1%
+79.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +9.1% | +2.6% | +6.5% | +5.8% |
| 30D | -12.2% | -2.0% | -10.2% | -9.4% |
| 3M | -9.4% | -2.8% | -6.6% | -5.4% |
| 6M | +2.7% | +2.1% | +0.5% | +1.8% |
| YTD | +53.3% | +11.5% | +41.8% | +38.8% |
| 1Y | +59.2% | +13.5% | +45.7% | +41.6% |
| 3Y | +157.1% | +77.7% | +79.4% | +40.1% |
| All | +157.1% | +78.1% | +79.0% | +40.1% |
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