+910.6%
EWY vs WFC
+734.1%
+176.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | +2.5% | +1.7% | +3.3% |
| 30D | -10.7% | +7.0% | -17.7% | -12.8% |
| 3M | -20.1% | -1.8% | -18.3% | -19.7% |
| 6M | -24.3% | +18.4% | -42.7% | -29.2% |
| YTD | +46.9% | -5.6% | +52.5% | +48.0% |
| 1Y | +55.2% | +3.9% | +51.3% | +51.0% |
| 3Y | +157.0% | +126.3% | +30.6% | +82.8% |
| 5Y | +98.9% | +91.1% | +7.7% | +47.2% |
| 10Y | +226.3% | +118.5% | +107.7% | +112.8% |
| All | +910.6% | +734.1% | +176.5% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling