+222.9%
EWY vs EWT
+198.4%
+24.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +1.2% |
| 7D | -0.1% | -1.1% | +1.1% | +1.3% |
| 30D | +7.3% | +4.5% | +2.9% | +2.5% |
| 3M | -5.1% | +8.3% | -13.4% | -11.7% |
| 6M | +42.1% | +54.2% | -12.2% | -3.0% |
| YTD | +94.1% | +74.6% | +19.5% | +20.9% |
| 1Y | +147.8% | +84.9% | +62.9% | +47.9% |
| 3Y | +222.9% | +197.5% | +25.4% | +22.1% |
| All | +222.9% | +198.4% | +24.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling