+222.9%
EWY vs WDC
+1,251.8%
-1,028.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +4.4% |
| 7D | -0.1% | -4.3% | +4.2% | +1.6% |
| 30D | +7.3% | -1.5% | +8.8% | +7.6% |
| 3M | -5.1% | -15.5% | +10.3% | -0.4% |
| 6M | +42.1% | +66.5% | -24.4% | +22.7% |
| YTD | +94.1% | +159.9% | -65.7% | +47.6% |
| 1Y | +147.8% | +366.0% | -218.1% | +59.6% |
| 3Y | +222.9% | +1,285.8% | -1,062.9% | +45.4% |
| All | +222.9% | +1,251.8% | -1,028.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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