+67.6%
EWZ vs NWSA
+146.9%
-79.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +0.6% | -12.2% | +12.8% | +5.9% |
| 30D | -25.5% | -8.7% | -16.8% | -23.0% |
| 3M | -4.5% | -6.0% | +1.4% | -2.7% |
| 6M | -15.3% | -0.3% | -15.0% | -16.6% |
| YTD | +3.1% | +3.5% | -0.4% | -1.0% |
| 1Y | +1.2% | +0.8% | +0.5% | -1.7% |
| 3Y | +19.3% | +31.1% | -11.9% | -0.2% |
| 5Y | +52.3% | +18.8% | +33.5% | +28.8% |
| All | +67.6% | +146.9% | -79.2% | -15.0% |
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