+92.6%
EWZ vs GWW
+553.5%
-460.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +8.2% | -1.4% | +9.6% | +8.6% |
| 3M | +13.3% | -3.6% | +16.9% | +14.4% |
| 6M | +3.6% | +15.1% | -11.5% | -2.5% |
| YTD | +21.0% | +27.5% | -6.5% | +9.2% |
| 1Y | +34.7% | +29.6% | +5.1% | +20.5% |
| 3Y | +48.3% | +90.1% | -41.8% | +10.8% |
| 5Y | +60.1% | +222.6% | -162.5% | -8.6% |
| 10Y | +92.6% | +566.5% | -473.9% | -11.1% |
| All | +92.6% | +553.5% | -460.9% | -11.1% |
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