+196.8%
EWY vs SW
+182.7%
+14.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.2% |
| 7D | -10.4% | +2.3% | -12.7% | -10.7% |
| 30D | -25.4% | +6.8% | -32.2% | -26.2% |
| 3M | -16.5% | -5.2% | -11.3% | -16.0% |
| 6M | -24.7% | +7.4% | -32.1% | -25.7% |
| YTD | +40.9% | +17.4% | +23.5% | +37.2% |
| 1Y | +49.8% | +27.1% | +22.7% | +44.3% |
| 3Y | +134.8% | +47.9% | +87.0% | +120.0% |
| 5Y | +91.4% | -2.6% | +94.0% | +82.7% |
| All | +196.8% | +182.7% | +14.1% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling