+153.3%
EWY vs EW
-29.9%
+183.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +6.7% | -5.1% | +11.8% | +8.0% |
| 30D | +17.0% | -6.4% | +23.3% | +18.8% |
| 3M | +3.7% | -1.6% | +5.2% | +3.7% |
| 6M | +42.5% | +2.3% | +40.2% | +41.1% |
| YTD | +96.2% | +1.1% | +95.1% | +94.9% |
| 1Y | +160.4% | +8.0% | +152.4% | +153.9% |
| 3Y | +231.7% | +16.3% | +215.3% | +203.7% |
| 5Y | +153.3% | -29.4% | +182.7% | +161.6% |
| All | +153.3% | -29.9% | +183.1% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling