+62.4%
EWY vs W
+21.5%
+40.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.0% | -12.9% | -4.8% |
| 7D | -8.3% | +8.4% | -16.7% | -10.5% |
| 30D | -20.5% | +16.5% | -37.1% | -24.0% |
| 3M | -11.1% | +6.4% | -17.6% | -13.1% |
| 6M | -7.0% | +90.5% | -97.5% | -24.5% |
| YTD | +56.5% | +23.1% | +33.4% | +35.0% |
| 1Y | +62.4% | +24.3% | +38.2% | +40.1% |
| All | +62.4% | +21.5% | +40.9% | +40.1% |
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