+303.5%
EWY vs BBWI
-55.0%
+358.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.2% | +2.2% |
| 7D | -0.1% | -4.8% | +4.7% | +0.7% |
| 30D | +7.3% | +3.5% | +3.8% | +6.3% |
| 3M | -5.1% | -0.3% | -4.8% | -6.0% |
| 6M | +42.1% | -5.4% | +47.4% | +41.3% |
| YTD | +94.1% | -4.7% | +98.8% | +92.3% |
| 1Y | +147.8% | -30.5% | +178.3% | +156.0% |
| 3Y | +222.9% | -44.3% | +267.2% | +234.8% |
| 5Y | +150.6% | -66.9% | +217.5% | +173.8% |
| All | +303.5% | -55.0% | +358.4% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling