+219.4%
EWY vs WM
+337.2%
-117.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -6.3% | -0.5% | -5.8% | -6.3% |
| 30D | -19.8% | +13.3% | -33.1% | -22.6% |
| 3M | -14.4% | +4.4% | -18.8% | -15.8% |
| 6M | -25.3% | +10.8% | -36.1% | -28.8% |
| YTD | +46.2% | +9.1% | +37.1% | +39.0% |
| 1Y | +58.3% | +19.1% | +39.1% | +45.0% |
| 3Y | +155.0% | +45.7% | +109.3% | +107.5% |
| 5Y | +99.5% | +60.4% | +39.0% | +51.6% |
| 10Y | +219.4% | +328.7% | -109.3% | +55.8% |
| All | +219.4% | +337.2% | -117.8% | +55.8% |
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