-6.7%
EWZ vs ACWI
+347.2%
-353.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | -0.6% |
| 7D | -4.1% | -0.5% | -3.6% | -3.5% |
| 30D | -25.0% | -1.6% | -23.3% | -23.5% |
| 3M | -10.6% | -1.3% | -9.3% | -9.2% |
| 6M | -16.6% | +5.8% | -22.5% | -23.2% |
| YTD | +2.5% | +12.7% | -10.3% | -13.1% |
| 1Y | +8.1% | +15.0% | -6.9% | -10.8% |
| 3Y | +20.4% | +77.5% | -57.1% | -46.0% |
| 5Y | +62.7% | +61.9% | +0.8% | -19.8% |
| 10Y | +52.6% | +236.1% | -183.5% | -71.7% |
| All | -6.7% | +347.2% | -353.9% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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