+355.0%
EWY vs SW
+755.0%
-400.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.5% |
| 7D | +4.8% | -5.1% | +9.9% | +5.3% |
| 30D | +11.7% | -4.6% | +16.2% | +12.1% |
| 3M | -7.4% | +9.4% | -16.8% | -8.2% |
| 6M | +40.6% | +3.5% | +37.0% | +39.9% |
| YTD | +94.3% | +22.0% | +72.2% | +90.6% |
| 1Y | +164.3% | +2.2% | +162.1% | +162.5% |
| 3Y | +221.0% | +19.6% | +201.4% | +212.5% |
| 5Y | +139.1% | -2.3% | +141.5% | +132.0% |
| 10Y | +298.8% | +181.4% | +117.4% | +256.8% |
| All | +355.0% | +755.0% | -400.0% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling