+241.0%
EWY vs TW
+206.7%
+34.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.4% |
| 7D | -0.1% | -4.5% | +4.4% | +0.7% |
| 30D | +7.3% | -2.3% | +9.6% | +7.6% |
| 3M | -5.1% | +2.6% | -7.7% | -6.6% |
| 6M | +42.1% | -17.5% | +59.6% | +46.5% |
| YTD | +94.1% | -5.3% | +99.4% | +92.6% |
| 1Y | +147.8% | -14.8% | +162.6% | +152.3% |
| 3Y | +222.9% | +18.8% | +204.1% | +194.2% |
| 5Y | +150.6% | +20.7% | +129.9% | +122.3% |
| All | +241.0% | +206.7% | +34.3% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling