+225.0%
EWY vs W
+37.8%
+187.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | +8.0% | +6.5% | +1.5% | +6.8% |
| 30D | +14.3% | -6.2% | +20.6% | +15.6% |
| 3M | +2.3% | +48.9% | -46.6% | -5.7% |
| 6M | +49.9% | +31.2% | +18.7% | +40.7% |
| YTD | +95.3% | -0.4% | +95.8% | +89.8% |
| 1Y | +161.7% | +14.8% | +146.9% | +146.7% |
| All | +225.0% | +37.8% | +187.2% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling