+48.0%
EWTX vs SPY
+109.9%
-61.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.3% |
| 7D | +3.1% | -0.8% | +3.9% | +4.2% |
| 30D | +1.9% | -1.1% | +3.0% | +3.4% |
| 3M | +30.9% | +3.9% | +27.0% | +24.2% |
| 6M | +43.3% | +13.6% | +29.7% | +21.0% |
| YTD | +78.9% | +12.7% | +66.2% | +52.3% |
| 1Y | +202.7% | +17.5% | +185.2% | +144.1% |
| 3Y | +578.9% | +76.9% | +502.0% | +222.4% |
| 5Y | +175.6% | +83.6% | +92.0% | +26.2% |
| All | +48.0% | +109.9% | -61.9% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling