+153.3%
EWY vs W
-62.3%
+215.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +6.7% | +5.9% | +0.8% | +5.8% |
| 30D | +17.0% | -3.0% | +20.0% | +17.4% |
| 3M | +3.7% | +40.3% | -36.7% | -2.0% |
| 6M | +42.5% | +32.2% | +10.3% | +35.6% |
| YTD | +96.2% | -0.3% | +96.5% | +92.6% |
| 1Y | +160.4% | +16.2% | +144.2% | +148.7% |
| 3Y | +231.7% | +40.7% | +191.0% | +191.3% |
| 5Y | +153.3% | -62.3% | +215.6% | +127.3% |
| All | +153.3% | -62.3% | +215.6% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling