+1,236.8%
EWY vs WCC
+3,550.3%
-2,313.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +3.5% |
| 7D | +4.8% | +4.5% | +0.3% | +3.5% |
| 30D | +11.7% | -5.8% | +17.5% | +13.6% |
| 3M | -7.4% | -3.7% | -3.7% | -5.8% |
| 6M | +40.6% | +23.1% | +17.5% | +33.7% |
| YTD | +94.3% | +44.2% | +50.1% | +76.9% |
| 1Y | +164.3% | +62.1% | +102.2% | +132.0% |
| 3Y | +221.0% | +121.1% | +99.9% | +146.9% |
| 5Y | +139.1% | +214.0% | -74.8% | +59.2% |
| 10Y | +298.8% | +472.8% | -174.0% | +100.9% |
| All | +1,236.8% | +3,550.3% | -2,313.5% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling