+164.3%
EWY vs W
+25.7%
+138.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.0% |
| 7D | +4.8% | -4.2% | +9.0% | +5.9% |
| 30D | +11.7% | -7.6% | +19.2% | +13.7% |
| 3M | -7.4% | +37.2% | -44.6% | -15.6% |
| 6M | +40.6% | +26.3% | +14.2% | +28.5% |
| YTD | +94.3% | -1.0% | +95.2% | +81.3% |
| 1Y | +164.3% | +20.1% | +144.2% | +141.8% |
| All | +164.3% | +25.7% | +138.6% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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