+212.8%
EWY vs GWW
+88.4%
+124.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +1.2% | -3.1% | +4.4% | +2.1% |
| 30D | +9.3% | -2.3% | +11.6% | +9.9% |
| 3M | +2.4% | -3.3% | +5.7% | +3.1% |
| 6M | +40.3% | +15.4% | +24.9% | +33.5% |
| YTD | +88.0% | +26.7% | +61.3% | +73.6% |
| 1Y | +143.8% | +29.0% | +114.9% | +123.7% |
| All | +212.8% | +88.4% | +124.4% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling