+432.5%
EWZ vs GWW
+6,480.2%
-6,047.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +6.5% | +1.4% | +5.1% | +5.6% |
| 30D | +4.8% | +3.3% | +1.6% | +2.8% |
| 3M | +9.9% | +2.9% | +7.0% | +7.4% |
| 6M | +1.9% | +15.8% | -13.8% | -7.0% |
| YTD | +20.3% | +32.0% | -11.7% | +1.4% |
| 1Y | +35.6% | +29.9% | +5.7% | +14.8% |
| 3Y | +43.4% | +91.1% | -47.6% | -6.3% |
| 5Y | +55.9% | +223.9% | -168.0% | -29.5% |
| 10Y | +84.2% | +567.0% | -482.9% | -52.1% |
| All | +432.5% | +6,480.2% | -6,047.6% | -60.7% |
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