+229.5%
EWY vs WM
+330.8%
-101.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.2% | +3.2% | +1.0% | +3.5% |
| 30D | -10.7% | +13.0% | -23.7% | -13.6% |
| 3M | -20.1% | +9.2% | -29.3% | -22.1% |
| 6M | -24.3% | +13.6% | -37.9% | -28.2% |
| YTD | +46.9% | +12.4% | +34.5% | +38.7% |
| 1Y | +55.2% | +21.2% | +34.0% | +42.0% |
| 3Y | +157.0% | +48.7% | +108.3% | +108.6% |
| 5Y | +98.9% | +61.9% | +37.0% | +51.9% |
| All | +229.5% | +330.8% | -101.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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