+47.4%
EWZ vs NWSA
+157.9%
-110.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -9.4% | +7.9% | +2.2% |
| 30D | -24.5% | -7.8% | -16.8% | -22.3% |
| 3M | -10.7% | -10.8% | +0.1% | -6.9% |
| 6M | -19.1% | +1.1% | -20.2% | -20.9% |
| YTD | +1.6% | +1.8% | -0.2% | -1.7% |
| 1Y | +4.3% | +6.0% | -1.7% | -1.3% |
| 3Y | +19.0% | +24.6% | -5.6% | +2.0% |
| 5Y | +57.7% | +13.1% | +44.5% | +36.9% |
| All | +47.4% | +157.9% | -110.5% | -23.7% |
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