+910.6%
EWY vs WWD
+10,774.7%
-9,864.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.2% | +4.0% | +0.3% | +2.8% |
| 30D | -10.7% | +0.4% | -11.1% | -10.6% |
| 3M | -20.1% | -7.9% | -12.1% | -17.5% |
| 6M | -24.3% | -10.6% | -13.7% | -21.1% |
| YTD | +46.9% | +9.4% | +37.5% | +42.4% |
| 1Y | +55.2% | +25.7% | +29.4% | +42.3% |
| 3Y | +157.0% | +148.5% | +8.4% | +79.9% |
| 5Y | +98.9% | +189.5% | -90.6% | +28.8% |
| 10Y | +226.3% | +451.8% | -225.5% | +52.2% |
| All | +910.6% | +10,774.7% | -9,864.1% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling