+351.7%
EWY vs NWSA
+123.2%
+228.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.2% |
| 7D | +8.0% | -2.6% | +10.7% | +9.0% |
| 30D | +14.3% | +4.6% | +9.8% | +12.5% |
| 3M | +2.3% | +10.2% | -7.9% | -2.3% |
| 6M | +49.9% | +21.6% | +28.2% | +37.9% |
| YTD | +95.3% | +14.6% | +80.7% | +82.8% |
| 1Y | +161.7% | +0.4% | +161.4% | +156.1% |
| 3Y | +230.2% | +45.0% | +185.2% | +179.3% |
| 5Y | +148.1% | +41.3% | +106.9% | +106.5% |
| 10Y | +293.2% | +142.8% | +150.4% | +150.4% |
| All | +351.7% | +123.2% | +228.5% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling