+303.5%
EWY vs GWW
+570.2%
-266.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.0% |
| 7D | -0.1% | -3.4% | +3.3% | +1.0% |
| 30D | +7.3% | -1.9% | +9.2% | +7.9% |
| 3M | -5.1% | -2.4% | -2.7% | -4.6% |
| 6M | +42.1% | +15.7% | +26.3% | +35.1% |
| YTD | +94.1% | +27.6% | +66.5% | +78.6% |
| 1Y | +147.8% | +27.2% | +120.6% | +127.9% |
| 3Y | +222.9% | +89.7% | +133.2% | +158.2% |
| 5Y | +150.6% | +223.9% | -73.3% | +64.3% |
| All | +303.5% | +570.2% | -266.7% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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