+53.1%
EWTX vs SPY
+107.7%
-54.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +2.0% | +2.6% | -0.6% | -1.2% |
| 30D | +24.1% | -2.0% | +26.0% | +27.0% |
| 3M | +6.4% | -2.8% | +9.2% | +10.0% |
| 6M | +36.0% | +2.1% | +33.9% | +31.8% |
| YTD | +85.1% | +11.5% | +73.6% | +59.0% |
| 1Y | +124.9% | +13.5% | +111.5% | +89.0% |
| 3Y | +649.3% | +77.7% | +571.6% | +252.2% |
| 5Y | +139.1% | +72.6% | +66.5% | +15.9% |
| All | +53.1% | +107.7% | -54.6% | -27.4% |
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