+229.5%
EWY vs EW
+254.3%
-24.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | +4.2% | +4.9% | -0.7% | +2.8% |
| 30D | -10.7% | +23.9% | -34.6% | -16.2% |
| 3M | -20.1% | +15.8% | -35.8% | -23.7% |
| 6M | -24.3% | +31.7% | -56.0% | -30.6% |
| YTD | +46.9% | +25.7% | +21.2% | +36.3% |
| 1Y | +55.2% | +24.4% | +30.8% | +44.3% |
| 3Y | +157.0% | +65.9% | +91.1% | +108.0% |
| 5Y | +98.9% | -7.6% | +106.5% | +91.5% |
| All | +229.5% | +254.3% | -24.8% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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