+358.7%
EWZ vs GWW
+7,104.6%
-6,745.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +1.4% | +5.3% | -3.9% | -1.6% |
| 30D | -25.1% | +12.4% | -37.5% | -30.0% |
| 3M | -7.7% | +13.7% | -21.5% | -14.6% |
| 6M | -15.8% | +18.0% | -33.9% | -24.1% |
| YTD | +3.6% | +44.6% | -40.9% | -17.3% |
| 1Y | +5.5% | +53.1% | -47.6% | -18.7% |
| 3Y | +22.1% | +90.2% | -68.1% | -19.9% |
| 5Y | +58.3% | +215.0% | -156.6% | -26.7% |
| 10Y | +50.3% | +658.9% | -608.7% | -63.7% |
| All | +358.7% | +7,104.6% | -6,745.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling