+349.8%
EWZ vs GWW
+7,057.5%
-6,707.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -1.5% | +6.0% | -7.5% | -4.7% |
| 30D | -24.5% | +14.0% | -38.5% | -30.0% |
| 3M | -10.7% | +12.5% | -23.2% | -16.9% |
| 6M | -19.1% | +23.6% | -42.7% | -29.1% |
| YTD | +1.6% | +43.6% | -42.0% | -18.6% |
| 1Y | +4.3% | +52.5% | -48.2% | -19.4% |
| 3Y | +19.0% | +92.6% | -73.6% | -22.6% |
| 5Y | +57.7% | +219.0% | -161.4% | -27.6% |
| 10Y | +51.3% | +713.8% | -662.5% | -65.3% |
| All | +349.8% | +7,057.5% | -6,707.7% | -68.4% |
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