+55.0%
EWZ vs BWA
+91.4%
-36.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | +6.5% | +5.7% | +0.8% | +5.0% |
| 30D | +4.8% | +1.4% | +3.4% | +4.3% |
| 3M | +9.9% | -12.1% | +22.0% | +13.2% |
| 6M | +1.9% | +28.6% | -26.6% | -5.7% |
| YTD | +20.3% | +51.1% | -30.8% | +5.3% |
| 1Y | +35.6% | +55.9% | -20.3% | +17.4% |
| 3Y | +43.4% | +70.1% | -26.7% | +18.3% |
| All | +55.0% | +91.4% | -36.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling