+1,349.1%
EWW vs SPY
+1,868.8%
-519.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | +0.5% | +2.6% | -2.1% | -2.1% |
| 30D | +6.1% | -2.0% | +8.1% | +7.9% |
| 3M | +2.2% | -2.8% | +5.0% | +4.9% |
| 6M | -2.5% | +2.1% | -4.6% | -4.9% |
| YTD | +12.9% | +11.5% | +1.4% | +0.8% |
| 1Y | +18.4% | +13.5% | +4.9% | +3.9% |
| 3Y | +45.5% | +77.7% | -32.2% | -20.8% |
| 5Y | +86.0% | +72.6% | +13.4% | +1.7% |
| 10Y | +131.5% | +308.2% | -176.7% | -50.2% |
| All | +1,349.1% | +1,868.8% | -519.6% | -31.7% |
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 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