+215.1%
EWY vs W
+217.9%
-2.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.0% |
| 7D | -2.8% | -7.4% | +4.6% | -1.7% |
| 30D | -13.1% | +7.8% | -20.9% | -14.0% |
| 3M | -11.6% | +10.9% | -22.5% | -13.0% |
| 6M | -23.4% | +86.4% | -109.8% | -30.0% |
| YTD | +52.0% | +14.0% | +38.1% | +46.9% |
| 1Y | +58.6% | +3.5% | +55.1% | +54.7% |
| 3Y | +163.3% | +164.8% | -1.4% | +116.3% |
| 5Y | +108.7% | -53.1% | +161.8% | +91.6% |
| 10Y | +237.8% | +220.4% | +17.3% | +121.8% |
| All | +215.1% | +217.9% | -2.7% | +109.1% |
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 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