+1,244.2%
EWY vs WAB
+5,052.0%
-3,807.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +8.0% | +1.7% | +6.4% | +7.3% |
| 30D | +14.3% | -2.4% | +16.8% | +15.5% |
| 3M | +2.3% | +9.7% | -7.4% | -1.5% |
| 6M | +49.9% | +16.5% | +33.3% | +41.1% |
| YTD | +95.3% | +33.7% | +61.6% | +74.1% |
| 1Y | +161.7% | +49.7% | +112.0% | +122.6% |
| 3Y | +230.2% | +170.9% | +59.2% | +117.7% |
| 5Y | +148.1% | +228.0% | -79.9% | +49.1% |
| 10Y | +293.2% | +284.8% | +8.4% | +99.0% |
| All | +1,244.2% | +5,052.0% | -3,807.8% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling