+1,236.8%
EWY vs WM
+2,005.9%
-769.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.2% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +11.7% | -2.4% | +14.0% | +12.8% |
| 3M | -7.4% | +0.4% | -7.8% | -9.4% |
| 6M | +40.6% | -9.5% | +50.0% | +43.7% |
| YTD | +94.3% | +0.5% | +93.8% | +87.7% |
| 1Y | +164.3% | -1.1% | +165.4% | +155.5% |
| 3Y | +221.0% | +46.0% | +174.9% | +144.7% |
| 5Y | +139.1% | +51.8% | +87.3% | +74.4% |
| 10Y | +298.8% | +307.5% | -8.7% | +60.5% |
| All | +1,236.8% | +2,005.9% | -769.0% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling