+81.1%
EWZ vs BBWI
-54.8%
+135.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.2% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | +4.8% | -5.2% | +10.0% | +5.4% |
| 3M | +9.9% | +11.1% | -1.2% | +7.2% |
| 6M | +1.9% | -13.4% | +15.3% | +3.0% |
| YTD | +20.3% | +0.1% | +20.2% | +18.0% |
| 1Y | +35.6% | -36.1% | +71.7% | +42.3% |
| 3Y | +43.4% | -44.1% | +87.5% | +48.3% |
| 5Y | +55.9% | -66.2% | +122.2% | +71.0% |
| All | +81.1% | -54.8% | +135.9% | +42.0% |
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