+293.2%
EWY vs WM
+305.2%
-12.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +8.0% | -0.9% | +8.9% | +8.3% |
| 30D | +14.3% | -4.3% | +18.7% | +15.7% |
| 3M | +2.3% | +0.8% | +1.5% | +0.7% |
| 6M | +49.9% | -10.8% | +60.6% | +53.3% |
| YTD | +95.3% | -0.1% | +95.4% | +90.7% |
| 1Y | +161.7% | +1.0% | +160.7% | +153.3% |
| 3Y | +230.2% | +45.1% | +185.1% | +164.1% |
| 5Y | +148.1% | +52.1% | +96.0% | +89.4% |
| 10Y | +293.2% | +302.9% | -9.8% | +79.3% |
| All | +293.2% | +305.2% | -12.1% | +79.3% |
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