+222.9%
EWY vs WBD
+145.7%
+77.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | -0.1% | -0.7% | +0.7% | 0.0% |
| 30D | +7.3% | +1.4% | +5.9% | +7.0% |
| 3M | -5.1% | +4.4% | -9.5% | -5.9% |
| 6M | +42.1% | +0.8% | +41.2% | +41.9% |
| YTD | +94.1% | -2.7% | +96.8% | +94.8% |
| 1Y | +147.8% | +73.4% | +74.4% | +127.0% |
| 3Y | +222.9% | +142.1% | +80.8% | +160.4% |
| All | +222.9% | +145.7% | +77.2% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling