+243.1%
EWY vs TW
+211.4%
+31.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +8.0% | -3.5% | +11.5% | +8.6% |
| 30D | +14.3% | +0.5% | +13.8% | +14.2% |
| 3M | +2.3% | +4.9% | -2.6% | +0.3% |
| 6M | +49.9% | -17.1% | +67.0% | +54.6% |
| YTD | +95.3% | -3.9% | +99.2% | +93.3% |
| 1Y | +161.7% | -13.3% | +175.0% | +165.6% |
| 3Y | +230.2% | +20.9% | +209.3% | +199.9% |
| 5Y | +148.1% | +20.5% | +127.6% | +120.6% |
| All | +243.1% | +211.4% | +31.7% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling