+448.6%
EWY vs WU
-21.6%
+470.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.7% |
| 7D | +8.0% | -0.8% | +8.9% | +8.4% |
| 30D | +14.3% | -1.1% | +15.5% | +14.7% |
| 3M | +2.3% | -1.8% | +4.1% | +0.7% |
| 6M | +49.9% | -23.9% | +73.8% | +65.6% |
| YTD | +95.3% | -20.4% | +115.7% | +110.1% |
| 1Y | +161.7% | -10.6% | +172.3% | +163.2% |
| 3Y | +230.2% | -27.7% | +257.9% | +256.0% |
| 5Y | +148.1% | -51.1% | +199.3% | +213.0% |
| 10Y | +293.2% | -40.7% | +333.9% | +319.4% |
| All | +448.6% | -21.6% | +470.3% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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