+212.8%
EWY vs WFC
+132.5%
+80.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +9.3% | +2.3% | +7.0% | +8.8% |
| 3M | +2.4% | +9.8% | -7.3% | +0.5% |
| 6M | +40.3% | +15.6% | +24.7% | +35.7% |
| YTD | +88.0% | -2.4% | +90.5% | +88.5% |
| 1Y | +143.8% | +13.8% | +130.0% | +135.3% |
| All | +212.8% | +132.5% | +80.3% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling