+1,244.2%
EWY vs WDC
+13,074.0%
-11,829.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | 0.0% |
| 7D | +8.0% | +6.0% | +2.0% | +6.4% |
| 30D | +14.3% | +9.9% | +4.4% | +11.4% |
| 3M | +2.3% | -9.4% | +11.7% | +4.1% |
| 6M | +49.9% | +94.7% | -44.9% | +26.9% |
| YTD | +95.3% | +177.4% | -82.0% | +50.1% |
| 1Y | +161.7% | +412.6% | -250.9% | +71.4% |
| 3Y | +230.2% | +1,359.8% | -1,129.6% | +62.7% |
| 5Y | +148.1% | +992.6% | -844.4% | +27.5% |
| 10Y | +293.2% | +1,245.5% | -952.3% | +75.2% |
| All | +1,244.2% | +13,074.0% | -11,829.8% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling