+303.5%
EWY vs W
+158.6%
+144.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +7.3% | -4.2% | +11.6% | +8.0% |
| 3M | -5.1% | +26.9% | -32.0% | -9.1% |
| 6M | +42.1% | +31.2% | +10.8% | +35.3% |
| YTD | +94.1% | -1.8% | +95.9% | +91.4% |
| 1Y | +147.8% | +9.3% | +138.5% | +138.7% |
| 3Y | +222.9% | +33.2% | +189.7% | +184.7% |
| 5Y | +150.6% | -62.4% | +213.0% | +137.9% |
| All | +303.5% | +158.6% | +144.9% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling