+1,339.8%
EWW vs SPY
+1,905.1%
-565.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +0.5% | +2.0% | -1.5% | -1.6% |
| 6M | -0.2% | +13.0% | -13.2% | -11.8% |
| YTD | +12.2% | +13.5% | -1.4% | -1.4% |
| 1Y | +25.7% | +20.0% | +5.7% | +4.4% |
| 3Y | +38.6% | +77.2% | -38.6% | -24.1% |
| 5Y | +79.2% | +81.9% | -2.7% | -7.1% |
| 10Y | +93.6% | +314.1% | -220.4% | -58.8% |
| All | +1,339.8% | +1,905.1% | -565.3% | -33.2% |
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