+235.5%
EWY vs WMB
+284.4%
-48.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +10.4% | +8.1% | +2.4% | +7.7% |
| 30D | -12.7% | -6.9% | -5.8% | -10.6% |
| 3M | -17.3% | -5.1% | -12.2% | -16.1% |
| 6M | -18.6% | -5.7% | -12.8% | -17.5% |
| YTD | +49.5% | +18.1% | +31.5% | +40.8% |
| 1Y | +55.0% | +18.4% | +36.6% | +45.6% |
| 3Y | +159.0% | +122.7% | +36.3% | +94.4% |
| 5Y | +102.5% | +202.0% | -99.6% | +35.8% |
| All | +235.5% | +284.4% | -48.9% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling