+49.5%
EWZ vs NWSA
+46.6%
+2.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +6.5% | -1.9% | +8.4% | +7.0% |
| 30D | +4.8% | +4.6% | +0.3% | +3.7% |
| 3M | +9.9% | +13.2% | -3.3% | +6.3% |
| 6M | +1.9% | +27.0% | -25.0% | -4.8% |
| YTD | +20.3% | +16.8% | +3.5% | +14.9% |
| 1Y | +35.6% | +4.5% | +31.1% | +34.4% |
| All | +49.5% | +46.6% | +2.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling