+164.3%
EWY vs ITW
+5.8%
+158.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +4.8% | -3.6% | +8.4% | +6.1% |
| 30D | +11.7% | -9.1% | +20.8% | +15.3% |
| 3M | -7.4% | +8.2% | -15.6% | -12.5% |
| 6M | +40.6% | -4.8% | +45.3% | +37.9% |
| YTD | +94.3% | +11.0% | +83.2% | +89.5% |
| 1Y | +164.3% | +4.2% | +160.0% | +158.7% |
| All | +164.3% | +5.8% | +158.5% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling