+1,193.7%
EWY vs WMT
+796.2%
+397.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | -2.5% | +3.7% | +2.3% |
| 30D | +9.3% | -6.4% | +15.7% | +11.8% |
| 3M | +2.4% | -12.1% | +14.5% | +6.9% |
| 6M | +40.3% | -15.0% | +55.2% | +47.4% |
| YTD | +88.0% | -4.5% | +92.5% | +87.2% |
| 1Y | +143.8% | +6.2% | +137.6% | +130.1% |
| 3Y | +217.8% | +99.9% | +117.9% | +118.9% |
| 5Y | +142.7% | +131.4% | +11.3% | +52.4% |
| 10Y | +291.7% | +433.2% | -141.5% | +53.7% |
| All | +1,193.7% | +796.2% | +397.5% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling