+1,236.8%
EWY vs EW
+7,122.1%
-5,885.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | +11.7% | +1.0% | +10.6% | +11.3% |
| 3M | -7.4% | +2.8% | -10.2% | -8.3% |
| 6M | +40.6% | +5.5% | +35.1% | +38.2% |
| YTD | +94.3% | +5.5% | +88.8% | +90.9% |
| 1Y | +164.3% | +11.0% | +153.2% | +155.6% |
| 3Y | +221.0% | +17.7% | +203.3% | +195.7% |
| 5Y | +139.1% | -25.7% | +164.9% | +144.1% |
| 10Y | +298.8% | +132.8% | +166.0% | +194.8% |
| All | +1,236.8% | +7,122.1% | -5,885.3% | +365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling