+303.5%
EWY vs NWSA
+149.4%
+154.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.1% | -2.8% | +2.7% | +0.9% |
| 30D | +7.3% | +3.0% | +4.3% | +6.0% |
| 3M | -5.1% | +12.3% | -17.5% | -10.1% |
| 6M | +42.1% | +21.9% | +20.2% | +30.3% |
| YTD | +94.1% | +13.6% | +80.6% | +82.0% |
| 1Y | +147.8% | +0.5% | +147.3% | +142.4% |
| 3Y | +222.9% | +43.8% | +179.2% | +172.1% |
| 5Y | +150.6% | +41.2% | +109.5% | +106.8% |
| All | +303.5% | +149.4% | +154.1% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling