+67.6%
EWZ vs GWW
+222.6%
-155.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.6% | +2.5% |
| 7D | +5.6% | -1.5% | +7.1% | +5.9% |
| 30D | +9.3% | +1.1% | +8.1% | +8.9% |
| 3M | +15.7% | -1.0% | +16.7% | +15.6% |
| 6M | +7.4% | +16.3% | -8.9% | +3.6% |
| YTD | +22.7% | +28.5% | -5.8% | +15.6% |
| 1Y | +36.4% | +30.3% | +6.1% | +28.0% |
| 3Y | +50.4% | +91.6% | -41.2% | +27.7% |
| 5Y | +67.6% | +224.0% | -156.3% | +27.8% |
| All | +67.6% | +222.6% | -155.0% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling