+303.5%
EWY vs WCC
+541.6%
-238.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | +7.3% | -2.1% | +9.4% | +8.1% |
| 3M | -5.1% | +3.8% | -9.0% | -5.7% |
| 6M | +42.1% | +35.0% | +7.1% | +31.7% |
| YTD | +94.1% | +46.4% | +47.8% | +75.9% |
| 1Y | +147.8% | +63.0% | +84.8% | +117.4% |
| 3Y | +222.9% | +133.9% | +89.0% | +145.2% |
| 5Y | +150.6% | +226.5% | -75.9% | +64.4% |
| All | +303.5% | +541.6% | -238.1% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling