+910.6%
EWY vs BBWI
+236.3%
+674.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +12.9% | -23.5% | -13.7% |
| 3M | -20.1% | +16.0% | -36.1% | -24.2% |
| 6M | -24.3% | +16.6% | -40.9% | -29.1% |
| YTD | +46.9% | +9.7% | +37.1% | +38.0% |
| 1Y | +55.2% | +1.5% | +53.7% | +46.7% |
| 3Y | +157.0% | -21.4% | +178.3% | +144.6% |
| 5Y | +98.9% | -67.6% | +166.4% | +128.9% |
| 10Y | +226.3% | -46.8% | +273.1% | +163.9% |
| All | +910.6% | +236.3% | +674.3% | +195.6% |
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