+164.3%
EWY vs WSM
+19.9%
+144.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.6% |
| 7D | +4.8% | -3.3% | +8.1% | +6.4% |
| 30D | +11.7% | -8.4% | +20.1% | +16.1% |
| 3M | -7.4% | +9.7% | -17.1% | -12.0% |
| 6M | +40.6% | +16.7% | +23.9% | +27.7% |
| YTD | +94.3% | +28.7% | +65.6% | +73.5% |
| 1Y | +164.3% | +13.7% | +150.6% | +133.3% |
| All | +164.3% | +19.9% | +144.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling