+134.8%
EWY vs ACWI
+70.3%
+64.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -10.4% | -2.4% | -8.0% | -5.9% |
| 30D | -25.4% | -5.2% | -20.2% | -17.2% |
| 3M | -16.5% | -4.8% | -11.7% | -7.4% |
| 6M | -24.7% | -1.3% | -23.4% | -19.1% |
| YTD | +40.9% | +8.4% | +32.5% | +35.2% |
| 1Y | +49.8% | +11.0% | +38.8% | +39.8% |
| 3Y | +134.8% | +70.6% | +64.3% | +22.9% |
| All | +134.8% | +70.3% | +64.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling