-24.7%
EWY vs ACWI
-0.6%
-24.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.2% |
| 7D | -10.4% | -2.4% | -8.0% | -1.7% |
| 30D | -25.4% | -5.2% | -20.2% | -7.6% |
| 3M | -16.5% | -4.8% | -11.7% | +2.2% |
| 6M | -24.7% | -1.3% | -23.4% | -17.7% |
| All | -24.7% | -0.6% | -24.1% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling