+217.2%
EWY vs SW
+730.4%
-513.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.5% | -12.0% | -13.3% |
| 7D | -18.6% | +4.7% | -23.3% | -19.0% |
| 30D | -29.4% | +5.0% | -34.4% | -29.7% |
| 3M | -22.2% | -7.3% | -14.8% | -21.7% |
| 6M | -24.1% | +15.0% | -39.1% | -25.2% |
| YTD | +35.4% | +18.5% | +16.9% | +33.1% |
| 1Y | +39.3% | +27.1% | +12.2% | +36.1% |
| 3Y | +137.0% | +49.3% | +87.7% | +127.5% |
| 5Y | +83.9% | -1.6% | +85.6% | +78.5% |
| 10Y | +192.4% | +185.4% | +7.0% | +161.7% |
| All | +217.2% | +730.4% | -513.2% | +170.3% |
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