+143.8%
EWY vs W
+13.1%
+130.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.5% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +9.3% | -5.6% | +14.9% | +10.8% |
| 3M | +2.4% | +41.9% | -39.5% | -7.6% |
| 6M | +40.3% | +30.2% | +10.0% | +28.2% |
| YTD | +88.0% | -2.9% | +91.0% | +76.2% |
| 1Y | +143.8% | +11.6% | +132.2% | +121.6% |
| All | +143.8% | +13.1% | +130.8% | +121.6% |
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