+146.1%
EWT vs SPY
+79.8%
+66.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -1.1% | -2.0% | +0.9% | +0.8% |
| 30D | +4.8% | -1.7% | +6.4% | +6.5% |
| 3M | +11.1% | +4.7% | +6.4% | +6.9% |
| 6M | +54.6% | +12.5% | +42.1% | +40.2% |
| YTD | +71.4% | +11.7% | +59.7% | +56.6% |
| 1Y | +82.1% | +17.5% | +64.6% | +59.6% |
| 3Y | +193.2% | +76.6% | +116.7% | +85.2% |
| 5Y | +146.1% | +82.0% | +64.1% | +49.7% |
| All | +146.1% | +79.8% | +66.3% | +49.7% |
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