+160.3%
EWY vs WM
+1.1%
+159.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +3.2% |
| 7D | +4.8% | -0.3% | +5.1% | +4.5% |
| 30D | +11.7% | -2.4% | +14.0% | +9.0% |
| 3M | -7.4% | +0.4% | -7.8% | -5.8% |
| 6M | +40.6% | -9.5% | +50.0% | +39.5% |
| YTD | +94.3% | +0.5% | +93.8% | +100.1% |
| All | +160.3% | +1.1% | +159.2% | +177.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling