+302.7%
EWY vs W
+176.2%
+126.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.3% |
| 7D | +4.8% | -4.2% | +9.0% | +5.4% |
| 30D | +11.7% | -7.6% | +19.2% | +12.8% |
| 3M | -7.4% | +37.2% | -44.6% | -11.8% |
| 6M | +40.6% | +26.3% | +14.2% | +35.1% |
| YTD | +94.3% | -1.0% | +95.2% | +91.6% |
| 1Y | +164.3% | +20.1% | +144.2% | +152.3% |
| 3Y | +221.0% | +37.8% | +183.2% | +185.1% |
| 5Y | +139.1% | -63.7% | +202.8% | +126.9% |
| 10Y | +298.8% | +156.3% | +142.5% | +168.5% |
| All | +302.7% | +176.2% | +126.5% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling