+196.8%
EWY vs WM
+339.4%
-142.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.1% | +4.5% |
| 7D | -10.4% | +1.2% | -11.6% | -10.7% |
| 30D | -25.4% | +13.1% | -38.5% | -28.0% |
| 3M | -16.5% | +3.6% | -20.1% | -17.6% |
| 6M | -24.7% | +8.1% | -32.8% | -27.7% |
| YTD | +40.9% | +8.9% | +32.0% | +34.1% |
| 1Y | +49.8% | +20.3% | +29.5% | +36.7% |
| 3Y | +134.8% | +46.2% | +88.6% | +90.8% |
| 5Y | +91.4% | +59.9% | +31.5% | +45.9% |
| All | +196.8% | +339.4% | -142.6% | +51.7% |
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