+303.5%
EWY vs WMT
+436.6%
-133.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +7.3% | -7.4% | +14.7% | +8.9% |
| 3M | -5.1% | -10.9% | +5.7% | -3.1% |
| 6M | +42.1% | -12.7% | +54.7% | +45.2% |
| YTD | +94.1% | -3.2% | +97.3% | +92.6% |
| 1Y | +147.8% | +5.3% | +142.6% | +139.4% |
| 3Y | +222.9% | +101.9% | +121.1% | +152.4% |
| 5Y | +150.6% | +134.6% | +16.1% | +84.1% |
| All | +303.5% | +436.6% | -133.1% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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