+98.5%
EWY vs WM
+61.9%
+36.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.2% | +3.2% | +1.0% | +4.7% |
| 30D | -10.7% | +13.0% | -23.7% | -9.0% |
| 3M | -20.1% | +9.2% | -29.3% | -18.8% |
| 6M | -24.3% | +13.6% | -37.9% | -23.4% |
| YTD | +46.9% | +12.4% | +34.5% | +48.1% |
| 1Y | +55.2% | +21.2% | +34.0% | +54.5% |
| 3Y | +157.0% | +48.7% | +108.3% | +141.4% |
| All | +98.5% | +61.9% | +36.6% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling