+1,244.2%
EWY vs WSM
+4,223.8%
-2,979.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +8.0% | +2.6% | +5.5% | +7.3% |
| 30D | +14.3% | -9.5% | +23.9% | +17.4% |
| 3M | +2.3% | +12.9% | -10.6% | -1.2% |
| 6M | +49.9% | +23.0% | +26.8% | +41.7% |
| YTD | +95.3% | +28.9% | +66.4% | +82.3% |
| 1Y | +161.7% | +13.7% | +148.1% | +151.5% |
| 3Y | +230.2% | +232.6% | -2.5% | +125.3% |
| 5Y | +148.1% | +185.9% | -37.7% | +68.3% |
| 10Y | +293.2% | +998.6% | -705.4% | +62.1% |
| All | +1,244.2% | +4,223.8% | -2,979.6% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling