+164.3%
EWY vs WBD
+135.8%
+28.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +4.8% | -1.8% | +6.6% | +5.0% |
| 30D | +11.7% | +8.8% | +2.9% | +10.7% |
| 3M | -7.4% | +4.6% | -12.0% | -7.8% |
| 6M | +40.6% | +1.1% | +39.5% | +40.3% |
| YTD | +94.3% | -2.0% | +96.2% | +94.1% |
| 1Y | +164.3% | +140.0% | +24.3% | +157.7% |
| All | +164.3% | +135.8% | +28.5% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling