+229.5%
EWY vs WFC
+117.8%
+111.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | +2.5% | +1.7% | +3.4% |
| 30D | -10.7% | +7.0% | -17.7% | -12.6% |
| 3M | -20.1% | -1.8% | -18.3% | -19.7% |
| 6M | -24.3% | +18.4% | -42.7% | -28.7% |
| YTD | +46.9% | -5.6% | +52.5% | +48.1% |
| 1Y | +55.2% | +3.9% | +51.3% | +51.5% |
| 3Y | +157.0% | +126.3% | +30.6% | +86.1% |
| 5Y | +98.9% | +91.1% | +7.7% | +49.7% |
| All | +229.5% | +117.8% | +111.8% | +120.6% |
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