+216.5%
EWY vs WM
+329.9%
-113.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -10.2% | +1.2% | -11.4% | -10.6% |
| 30D | -21.5% | +13.7% | -35.1% | -24.3% |
| 3M | -14.7% | +5.2% | -19.9% | -16.2% |
| 6M | -26.8% | +11.2% | -38.0% | -30.3% |
| YTD | +43.2% | +9.4% | +33.7% | +36.0% |
| 1Y | +48.7% | +20.4% | +28.4% | +35.8% |
| 3Y | +147.9% | +44.7% | +103.3% | +102.5% |
| 5Y | +98.8% | +58.5% | +40.4% | +52.4% |
| 10Y | +216.5% | +326.4% | -109.9% | +52.1% |
| All | +216.5% | +329.9% | -113.3% | +52.1% |
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