+238.3%
EWY vs ACWI
+339.1%
-100.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -10.2% | -0.2% | -10.1% | -9.6% |
| 30D | -21.5% | -3.3% | -18.2% | -17.5% |
| 3M | -14.7% | -3.4% | -11.3% | -9.8% |
| 6M | -26.8% | +0.8% | -27.6% | -25.0% |
| YTD | +43.2% | +10.7% | +32.5% | +33.2% |
| 1Y | +48.7% | +11.6% | +37.1% | +37.1% |
| 3Y | +147.9% | +73.4% | +74.6% | +34.3% |
| 5Y | +98.8% | +60.2% | +38.7% | +18.1% |
| 10Y | +216.5% | +221.6% | -5.1% | -21.3% |
| All | +238.3% | +339.1% | -100.8% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling