+62.4%
EWY vs WFC
+2.7%
+59.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.0% |
| 7D | -8.3% | +4.5% | -12.8% | -8.5% |
| 30D | -20.5% | +7.4% | -27.9% | -20.9% |
| 3M | -11.1% | -0.5% | -10.6% | -10.8% |
| 6M | -7.0% | +11.7% | -18.7% | -7.2% |
| YTD | +56.5% | -4.6% | +61.1% | +59.2% |
| 1Y | +62.4% | +2.5% | +59.9% | +58.4% |
| All | +62.4% | +2.7% | +59.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling