+1,236.8%
EWY vs WMB
+572.0%
+664.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +11.7% | +3.3% | +8.4% | +10.8% |
| 3M | -7.4% | +3.1% | -10.5% | -8.2% |
| 6M | +40.6% | -0.7% | +41.3% | +40.2% |
| YTD | +94.3% | +25.2% | +69.1% | +85.0% |
| 1Y | +164.3% | +32.9% | +131.4% | +148.2% |
| 3Y | +221.0% | +140.6% | +80.4% | +165.6% |
| 5Y | +139.1% | +273.5% | -134.3% | +80.0% |
| 10Y | +298.8% | +334.2% | -35.4% | +181.1% |
| All | +1,236.8% | +572.0% | +664.8% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling