+119.0%
EWT vs SPY
+72.1%
+46.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +9.1% | +2.6% | +6.5% | +6.5% |
| 30D | -12.2% | -2.0% | -10.2% | -9.9% |
| 3M | -9.4% | -2.8% | -6.6% | -6.2% |
| 6M | +2.7% | +2.1% | +0.5% | +2.1% |
| YTD | +53.3% | +11.5% | +41.8% | +41.4% |
| 1Y | +59.2% | +13.5% | +45.7% | +44.7% |
| 3Y | +157.1% | +77.7% | +79.4% | +63.3% |
| All | +119.0% | +72.1% | +46.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling