+91.0%
EWY vs WM
+59.1%
+31.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.1% | +3.7% |
| 7D | -10.4% | +1.2% | -11.6% | -10.2% |
| 30D | -25.4% | +13.1% | -38.5% | -24.1% |
| 3M | -16.5% | +3.6% | -20.1% | -15.8% |
| 6M | -24.7% | +8.1% | -32.8% | -24.1% |
| YTD | +40.9% | +8.9% | +32.0% | +41.4% |
| 1Y | +49.8% | +20.3% | +29.5% | +47.9% |
| 3Y | +134.8% | +46.2% | +88.6% | +118.9% |
| All | +91.0% | +59.1% | +31.9% | +71.3% |
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 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