+142.7%
EWY vs BBWI
-69.5%
+212.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | +1.2% | -8.0% | +9.2% | +2.5% |
| 30D | +9.3% | -6.6% | +15.9% | +10.0% |
| 3M | +2.4% | -2.7% | +5.1% | +1.8% |
| 6M | +40.3% | -12.8% | +53.1% | +41.4% |
| YTD | +88.0% | -10.5% | +98.5% | +88.1% |
| 1Y | +143.8% | -35.3% | +179.2% | +155.4% |
| 3Y | +217.8% | -47.7% | +265.5% | +232.5% |
| 5Y | +142.7% | -68.9% | +211.6% | +168.4% |
| All | +142.7% | -69.5% | +212.2% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling