+166.0%
EWY vs SW
+44.2%
+121.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | -2.8% | -2.6% | -0.3% | -2.2% |
| 30D | -13.1% | +7.2% | -20.3% | -14.8% |
| 3M | -11.6% | -10.5% | -1.2% | -9.4% |
| 6M | -23.4% | +9.9% | -33.2% | -25.6% |
| YTD | +52.0% | +17.2% | +34.8% | +45.3% |
| 1Y | +58.6% | +26.5% | +32.1% | +49.4% |
| All | +166.0% | +44.2% | +121.9% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling