+222.9%
EWY vs WAB
+167.4%
+55.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -4.1% | +11.4% | +9.7% |
| 3M | -5.1% | +8.2% | -13.3% | -9.0% |
| 6M | +42.1% | +15.4% | +26.7% | +32.4% |
| YTD | +94.1% | +33.1% | +61.0% | +71.0% |
| 1Y | +147.8% | +48.1% | +99.8% | +108.8% |
| 3Y | +222.9% | +167.7% | +55.2% | +114.5% |
| All | +222.9% | +167.4% | +55.5% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling