+303.5%
EWY vs BWA
+156.8%
+146.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.7% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | +7.3% | -2.9% | +10.2% | +8.5% |
| 3M | -5.1% | -10.7% | +5.6% | -0.8% |
| 6M | +42.1% | +26.5% | +15.6% | +32.1% |
| YTD | +94.1% | +49.1% | +45.0% | +68.9% |
| 1Y | +147.8% | +52.1% | +95.8% | +113.3% |
| 3Y | +222.9% | +72.6% | +150.4% | +158.6% |
| 5Y | +150.6% | +89.4% | +61.2% | +88.5% |
| All | +303.5% | +156.8% | +146.7% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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