+164.3%
EWY vs SW
+1.0%
+163.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | +4.8% | -5.1% | +9.9% | +6.6% |
| 30D | +11.7% | -4.6% | +16.2% | +13.3% |
| 3M | -7.4% | +9.4% | -16.8% | -10.9% |
| 6M | +40.6% | +3.5% | +37.0% | +33.8% |
| YTD | +94.3% | +22.0% | +72.2% | +83.6% |
| 1Y | +164.3% | +2.2% | +162.1% | +151.2% |
| All | +164.3% | +1.0% | +163.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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