+166.0%
EWY vs WMB
+121.3%
+44.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.1% |
| 30D | -13.1% | -7.1% | -6.0% | -11.5% |
| 3M | -11.6% | -4.0% | -7.6% | -10.8% |
| 6M | -23.4% | -5.7% | -17.6% | -22.7% |
| YTD | +52.0% | +17.2% | +34.9% | +44.9% |
| 1Y | +58.6% | +17.2% | +41.4% | +51.0% |
| All | +166.0% | +121.3% | +44.7% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling