+92.6%
EWZ vs NWSA
+144.0%
-51.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -3.1% | +3.0% | +1.3% |
| 30D | +8.2% | +4.3% | +3.9% | +6.1% |
| 3M | +13.3% | +9.2% | +4.1% | +8.2% |
| 6M | +3.6% | +21.6% | -18.0% | -6.1% |
| YTD | +21.0% | +14.2% | +6.8% | +12.2% |
| 1Y | +34.7% | +1.8% | +32.9% | +31.2% |
| 3Y | +48.3% | +44.4% | +3.8% | +19.8% |
| 5Y | +60.1% | +41.0% | +19.1% | +25.2% |
| 10Y | +92.6% | +150.0% | -57.5% | -0.9% |
| All | +92.6% | +144.0% | -51.5% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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