+303.5%
EWY vs WAB
+296.8%
+6.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -4.1% | +11.4% | +9.0% |
| 3M | -5.1% | +8.2% | -13.3% | -7.9% |
| 6M | +42.1% | +15.4% | +26.7% | +35.1% |
| YTD | +94.1% | +33.1% | +61.0% | +75.8% |
| 1Y | +147.8% | +48.1% | +99.8% | +116.0% |
| 3Y | +222.9% | +167.7% | +55.2% | +127.2% |
| 5Y | +150.6% | +225.7% | -75.1% | +63.3% |
| All | +303.5% | +296.8% | +6.7% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling