+235.5%
EWY vs ACWI
+225.4%
+10.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -0.9% |
| 7D | +10.4% | +2.7% | +7.7% | +6.9% |
| 30D | -12.7% | -2.6% | -10.1% | -9.1% |
| 3M | -17.3% | -3.2% | -14.2% | -12.9% |
| 6M | -18.6% | +1.9% | -20.4% | -17.5% |
| YTD | +49.5% | +11.3% | +38.2% | +39.0% |
| 1Y | +55.0% | +11.7% | +43.3% | +43.7% |
| 3Y | +159.0% | +74.4% | +84.6% | +47.5% |
| 5Y | +102.5% | +59.5% | +43.0% | +27.7% |
| All | +235.5% | +225.4% | +10.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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