+349.8%
EWZ vs BWA
+1,523.4%
-1,173.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.5% |
| 7D | -1.5% | -5.5% | +4.0% | +0.9% |
| 30D | -24.5% | -21.7% | -2.8% | -16.1% |
| 3M | -10.7% | -25.6% | +14.9% | +0.9% |
| 6M | -19.1% | -17.4% | -1.7% | -13.9% |
| YTD | +1.6% | +9.2% | -7.6% | -6.5% |
| 1Y | +4.3% | +9.7% | -5.5% | -4.6% |
| 3Y | +19.0% | +54.6% | -35.7% | -10.4% |
| 5Y | +57.7% | +26.8% | +30.9% | +23.6% |
| 10Y | +51.3% | +89.0% | -37.7% | -10.5% |
| All | +349.8% | +1,523.4% | -1,173.6% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling