+142.7%
EWY vs NWSA
+39.0%
+103.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | +1.2% | -4.8% | +6.0% | +2.6% |
| 30D | +9.3% | +3.0% | +6.3% | +8.3% |
| 3M | +2.4% | +9.3% | -6.9% | -1.3% |
| 6M | +40.3% | +23.2% | +17.1% | +29.4% |
| YTD | +88.0% | +13.3% | +74.7% | +77.8% |
| 1Y | +143.8% | +2.9% | +140.9% | +138.2% |
| 3Y | +217.8% | +43.3% | +174.4% | +170.0% |
| 5Y | +142.7% | +40.9% | +101.9% | +97.4% |
| All | +142.7% | +39.0% | +103.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling