+62.4%
EWY vs TW
+20.8%
+41.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.3% |
| 7D | -8.3% | +6.0% | -14.3% | -5.2% |
| 30D | -20.5% | +18.6% | -39.1% | -12.4% |
| 3M | -11.1% | +26.5% | -37.7% | +2.0% |
| 6M | -7.0% | +13.1% | -20.1% | +5.9% |
| YTD | +56.5% | +18.5% | +37.9% | +80.8% |
| 1Y | +62.4% | +21.7% | +40.7% | +89.1% |
| All | +62.4% | +20.8% | +41.7% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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