+1,236.8%
EWY vs BBWI
+206.8%
+1,030.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.9% |
| 7D | +4.8% | +1.5% | +3.3% | +4.4% |
| 30D | +11.7% | -5.2% | +16.9% | +12.5% |
| 3M | -7.4% | +11.1% | -18.5% | -11.2% |
| 6M | +40.6% | -13.4% | +53.9% | +42.5% |
| YTD | +94.3% | +0.1% | +94.2% | +88.5% |
| 1Y | +164.3% | -36.1% | +200.4% | +183.7% |
| 3Y | +221.0% | -44.1% | +265.1% | +237.2% |
| 5Y | +139.1% | -66.2% | +205.4% | +172.8% |
| 10Y | +298.8% | -54.8% | +353.6% | +241.3% |
| All | +1,236.8% | +206.8% | +1,030.1% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling