+303.5%
EWY vs ITW
+194.8%
+108.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.3% |
| 30D | +7.3% | -8.3% | +15.6% | +12.2% |
| 3M | -5.1% | +6.0% | -11.2% | -8.7% |
| 6M | +42.1% | 0.0% | +42.1% | +41.2% |
| YTD | +94.1% | +10.2% | +83.9% | +83.1% |
| 1Y | +147.8% | +3.2% | +144.6% | +141.0% |
| 3Y | +222.9% | +21.0% | +201.9% | +184.2% |
| 5Y | +150.6% | +37.9% | +112.7% | +101.1% |
| All | +303.5% | +194.8% | +108.7% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling