+43.6%
EWZ vs BBWI
-43.7%
+87.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.2% |
| 7D | -1.5% | -6.2% | +4.7% | -0.5% |
| 30D | -24.5% | +19.9% | -44.5% | -27.0% |
| 3M | -10.7% | +7.1% | -17.8% | -12.5% |
| 6M | -19.1% | +13.7% | -32.7% | -22.0% |
| YTD | +1.6% | +9.6% | -8.0% | -2.3% |
| 1Y | +4.3% | -1.6% | +5.9% | +1.2% |
| 3Y | +19.0% | -25.9% | +44.8% | +16.5% |
| 5Y | +57.7% | -67.8% | +125.5% | +74.5% |
| All | +43.6% | -43.7% | +87.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling