+2.1%
EWZ vs NWSA
-1.0%
+3.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -9.4% | +7.9% | -1.0% |
| 30D | -24.5% | -7.8% | -16.8% | -24.1% |
| 3M | -10.7% | -10.8% | +0.1% | -10.2% |
| 6M | -19.1% | +1.1% | -20.2% | -18.6% |
| YTD | +1.6% | +1.8% | -0.2% | +0.8% |
| All | +2.1% | -1.0% | +3.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling