+62.4%
EWY vs WMB
+22.7%
+39.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -0.5% |
| 7D | -8.3% | -8.6% | +0.3% | -6.6% |
| 30D | -20.5% | -4.2% | -16.4% | -19.7% |
| 3M | -11.1% | -4.4% | -6.7% | -10.3% |
| 6M | -7.0% | -8.7% | +1.7% | -5.8% |
| YTD | +56.5% | +15.4% | +41.1% | +50.6% |
| 1Y | +62.4% | +23.7% | +38.7% | +51.7% |
| All | +62.4% | +22.7% | +39.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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