+594.1%
EWT vs SPY
+738.8%
-144.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | +10.3% | +0.1% | +10.3% | +10.2% |
| 3M | +6.1% | +2.0% | +4.1% | +4.7% |
| 6M | +56.6% | +13.0% | +43.6% | +40.8% |
| YTD | +76.6% | +13.5% | +63.0% | +58.2% |
| 1Y | +97.9% | +20.0% | +77.9% | +68.6% |
| 3Y | +198.0% | +77.2% | +120.8% | +75.7% |
| 5Y | +151.8% | +81.9% | +69.9% | +42.8% |
| 10Y | +514.1% | +314.1% | +200.1% | +49.7% |
| All | +594.1% | +738.8% | -144.7% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling