-23.4%
EWY vs W
+73.5%
-96.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.6% |
| 7D | -2.8% | -7.4% | +4.6% | +0.1% |
| 30D | -13.1% | +7.8% | -20.9% | -15.2% |
| 3M | -11.6% | +10.9% | -22.5% | -14.9% |
| 6M | -23.4% | +86.4% | -109.8% | -47.3% |
| All | -23.4% | +73.5% | -96.8% | -47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling