+358.7%
EWZ vs BBWI
+260.9%
+97.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.5% |
| 7D | +1.4% | -6.2% | +7.6% | +3.0% |
| 30D | -25.1% | +25.5% | -50.6% | -29.9% |
| 3M | -7.7% | +8.0% | -15.7% | -10.8% |
| 6M | -15.8% | +12.7% | -28.5% | -20.5% |
| YTD | +3.6% | +11.6% | -8.0% | -3.4% |
| 1Y | +5.5% | -0.9% | +6.4% | 0.0% |
| 3Y | +22.1% | -22.7% | +44.8% | +15.6% |
| 5Y | +58.3% | -67.2% | +125.5% | +79.9% |
| 10Y | +50.3% | -43.7% | +94.0% | +15.5% |
| All | +358.7% | +260.9% | +97.8% | +33.8% |
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