+49.8%
EWY vs SW
+26.7%
+23.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | -10.4% | +2.3% | -12.7% | -11.0% |
| 30D | -25.4% | +6.8% | -32.2% | -27.3% |
| 3M | -16.5% | -5.2% | -11.3% | -15.1% |
| 6M | -24.7% | +7.4% | -32.1% | -28.1% |
| YTD | +40.9% | +17.4% | +23.5% | +33.0% |
| 1Y | +49.8% | +27.1% | +22.7% | +40.4% |
| All | +49.8% | +26.7% | +23.1% | +40.4% |
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