+303.5%
EWY vs WCN
+235.9%
+67.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -3.1% | +3.0% | +1.0% |
| 30D | +7.3% | -3.4% | +10.7% | +8.5% |
| 3M | -5.1% | +3.0% | -8.1% | -7.2% |
| 6M | +42.1% | -3.8% | +45.8% | +41.5% |
| YTD | +94.1% | -8.3% | +102.4% | +96.9% |
| 1Y | +147.8% | -9.7% | +157.6% | +152.1% |
| 3Y | +222.9% | +17.2% | +205.8% | +183.7% |
| 5Y | +150.6% | +25.3% | +125.3% | +108.8% |
| All | +303.5% | +235.9% | +67.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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