+290.8%
EWY vs WFC
+143.5%
+147.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +9.3% | +2.3% | +7.0% | +8.4% |
| 3M | +2.4% | +9.8% | -7.3% | -0.9% |
| 6M | +40.3% | +15.6% | +24.7% | +33.0% |
| YTD | +88.0% | -2.4% | +90.5% | +87.7% |
| 1Y | +143.8% | +13.8% | +130.0% | +130.7% |
| 3Y | +217.8% | +134.6% | +83.1% | +128.8% |
| 5Y | +142.7% | +127.9% | +14.8% | +72.8% |
| All | +290.8% | +143.5% | +147.3% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling