+153.4%
EWY vs WWD
+191.3%
-38.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +6.7% | +0.6% | +6.0% | +6.4% |
| 30D | +17.0% | -5.1% | +22.1% | +19.0% |
| 3M | +3.7% | -11.2% | +14.9% | +7.9% |
| 6M | +42.5% | -12.0% | +54.5% | +48.8% |
| YTD | +96.2% | +12.0% | +84.3% | +90.4% |
| 1Y | +160.4% | +42.8% | +117.6% | +133.0% |
| 3Y | +231.7% | +168.9% | +62.7% | +134.4% |
| All | +153.4% | +191.3% | -38.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling