+9.5%
EWZ vs ACWI
+356.8%
-347.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.5% | +6.0% | +5.8% |
| 30D | +4.8% | +0.9% | +4.0% | +3.6% |
| 3M | +9.9% | +2.4% | +7.5% | +6.1% |
| 6M | +1.9% | +12.4% | -10.4% | -13.1% |
| YTD | +20.3% | +15.2% | +5.1% | -0.7% |
| 1Y | +35.6% | +22.7% | +12.9% | +2.7% |
| 3Y | +43.4% | +75.8% | -32.3% | -34.6% |
| 5Y | +55.9% | +67.7% | -11.8% | -26.6% |
| 10Y | +84.2% | +229.0% | -144.8% | -64.5% |
| All | +9.5% | +356.8% | -347.3% | -83.6% |
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