+64.2%
EWZ vs GWW
+665.1%
-600.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +0.1% | +3.7% | -3.6% | -1.3% |
| 30D | -25.9% | +13.6% | -39.5% | -29.4% |
| 3M | -6.1% | +15.4% | -21.5% | -11.4% |
| 6M | -16.1% | +21.8% | -37.9% | -22.7% |
| YTD | +1.0% | +50.0% | -49.1% | -14.6% |
| 1Y | 0.0% | +60.2% | -60.3% | -17.7% |
| 3Y | +16.8% | +94.4% | -77.5% | -13.4% |
| 5Y | +52.1% | +221.8% | -169.7% | -12.6% |
| All | +64.2% | +665.1% | -600.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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