+164.3%
EWY vs NWSA
+5.5%
+158.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.1% |
| 7D | +4.8% | -1.9% | +6.7% | +4.3% |
| 30D | +11.7% | +4.6% | +7.1% | +13.2% |
| 3M | -7.4% | +13.2% | -20.6% | -3.7% |
| 6M | +40.6% | +27.0% | +13.6% | +44.2% |
| YTD | +94.3% | +16.8% | +77.4% | +98.5% |
| 1Y | +164.3% | +4.5% | +159.8% | +167.7% |
| All | +164.3% | +5.5% | +158.8% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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