+153.4%
EWY vs WEC
+31.3%
+122.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +17.0% | +0.9% | +16.1% | +16.8% |
| 3M | +3.7% | -5.3% | +9.0% | +4.0% |
| 6M | +42.5% | -6.6% | +49.1% | +43.2% |
| YTD | +96.2% | +3.3% | +93.0% | +93.9% |
| 1Y | +160.4% | +2.1% | +158.3% | +157.4% |
| 3Y | +231.7% | +39.6% | +192.1% | +204.8% |
| All | +153.4% | +31.3% | +122.1% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling