+148.7%
EWY vs WFC
+128.9%
+19.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | -0.1% | +0.4% | -0.4% | -0.2% |
| 30D | +7.3% | +1.5% | +5.8% | +6.8% |
| 3M | -5.1% | +10.2% | -15.3% | -7.8% |
| 6M | +42.1% | +18.8% | +23.3% | +34.6% |
| YTD | +94.1% | -1.5% | +95.6% | +93.7% |
| 1Y | +147.8% | +13.5% | +134.3% | +136.3% |
| 3Y | +222.9% | +135.0% | +88.0% | +134.6% |
| All | +148.7% | +128.9% | +19.9% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling