+705.0%
EWY vs WBD
+288.3%
+416.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +6.7% | -1.7% | +8.4% | +7.2% |
| 30D | +17.0% | +3.9% | +13.1% | +15.6% |
| 3M | +3.7% | +5.1% | -1.4% | +1.9% |
| 6M | +42.5% | +0.6% | +41.9% | +42.3% |
| YTD | +96.2% | -3.2% | +99.4% | +98.0% |
| 1Y | +160.4% | +127.7% | +32.7% | +99.9% |
| 3Y | +231.7% | +146.6% | +85.1% | +129.5% |
| 5Y | +153.3% | +4.2% | +149.1% | +111.8% |
| 10Y | +308.8% | +13.7% | +295.1% | +164.3% |
| All | +705.0% | +288.3% | +416.6% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling