+233.0%
EWY vs ACWI
+330.0%
-96.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -10.4% | -2.4% | -8.0% | -7.2% |
| 30D | -25.4% | -5.2% | -20.2% | -19.6% |
| 3M | -16.5% | -4.8% | -11.7% | -10.1% |
| 6M | -24.7% | -1.3% | -23.4% | -20.6% |
| YTD | +40.9% | +8.4% | +32.5% | +34.6% |
| 1Y | +49.8% | +11.0% | +38.8% | +39.1% |
| 3Y | +134.8% | +70.6% | +64.3% | +29.8% |
| 5Y | +91.4% | +55.3% | +36.1% | +18.2% |
| 10Y | +204.3% | +223.2% | -18.9% | -24.8% |
| All | +233.0% | +330.0% | -96.9% | -44.7% |
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 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