+55.2%
EWY vs W
+0.7%
+54.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | +0.2% | +4.1% | +4.2% |
| 30D | -10.7% | +6.8% | -17.5% | -12.2% |
| 3M | -20.1% | +10.7% | -30.7% | -22.5% |
| 6M | -24.3% | +86.3% | -110.7% | -37.9% |
| YTD | +46.9% | +11.5% | +35.4% | +30.4% |
| 1Y | +55.2% | +5.1% | +50.1% | +37.5% |
| All | +55.2% | +0.7% | +54.5% | +37.5% |
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