+352.2%
EWZ vs BBWI
+259.1%
+93.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | -4.2% | +5.6% | +2.4% |
| 30D | -26.2% | +24.9% | -51.0% | -30.8% |
| 3M | -8.6% | +13.2% | -21.9% | -12.8% |
| 6M | -17.0% | +12.1% | -29.1% | -21.5% |
| YTD | +2.2% | +11.1% | -8.9% | -4.7% |
| 1Y | +2.7% | +0.7% | +2.0% | -3.1% |
| 3Y | +18.2% | -23.8% | +41.9% | +12.3% |
| 5Y | +56.0% | -66.9% | +122.9% | +76.8% |
| 10Y | +60.8% | -45.3% | +106.2% | +25.1% |
| All | +352.2% | +259.1% | +93.1% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling