+98.5%
EWY vs WFC
+90.3%
+8.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | +2.5% | +1.7% | +3.5% |
| 30D | -10.7% | +7.0% | -17.7% | -12.3% |
| 3M | -20.1% | -1.8% | -18.3% | -19.7% |
| 6M | -24.3% | +18.4% | -42.7% | -28.1% |
| YTD | +46.9% | -5.6% | +52.5% | +48.3% |
| 1Y | +55.2% | +3.9% | +51.3% | +52.1% |
| 3Y | +157.0% | +126.3% | +30.6% | +87.3% |
| All | +98.5% | +90.3% | +8.3% | +51.6% |
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