+1,649.3%
EWY vs WTW
+1,101.3%
+548.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | +1.2% | -7.8% | +9.0% | +4.3% |
| 30D | +9.3% | -7.9% | +17.2% | +12.5% |
| 3M | +2.4% | +19.9% | -17.5% | -6.0% |
| 6M | +40.3% | +9.8% | +30.5% | +31.7% |
| YTD | +88.0% | -3.3% | +91.4% | +84.6% |
| 1Y | +143.8% | -3.3% | +147.1% | +138.1% |
| 3Y | +217.8% | +61.5% | +156.2% | +142.6% |
| 5Y | +142.7% | +42.6% | +100.1% | +93.2% |
| 10Y | +291.7% | +197.1% | +94.6% | +116.6% |
| All | +1,649.3% | +1,101.3% | +548.1% | +653.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling