+303.5%
EWY vs WTW
+198.0%
+105.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.1% | -5.7% | +5.6% | +1.6% |
| 30D | +7.3% | -7.3% | +14.6% | +9.5% |
| 3M | -5.1% | +21.5% | -26.6% | -11.5% |
| 6M | +42.1% | +9.6% | +32.4% | +35.8% |
| YTD | +94.1% | -3.3% | +97.4% | +93.1% |
| 1Y | +147.8% | -6.1% | +154.0% | +148.5% |
| 3Y | +222.9% | +61.8% | +161.1% | +149.6% |
| 5Y | +150.6% | +42.7% | +107.9% | +101.9% |
| All | +303.5% | +198.0% | +105.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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