+91.0%
EWY vs ACWI
+54.8%
+36.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -10.4% | -2.4% | -8.0% | -6.9% |
| 30D | -25.4% | -5.2% | -20.2% | -19.0% |
| 3M | -16.5% | -4.8% | -11.7% | -9.4% |
| 6M | -24.7% | -1.3% | -23.4% | -20.2% |
| YTD | +40.9% | +8.4% | +32.5% | +35.8% |
| 1Y | +49.8% | +11.0% | +38.8% | +40.7% |
| 3Y | +134.8% | +70.6% | +64.3% | +41.3% |
| All | +91.0% | +54.8% | +36.2% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling