+33.0%
EWZ vs NWSA
+99.5%
-66.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.4% | -10.5% | +11.9% | +5.8% |
| 30D | -25.1% | -8.8% | -16.3% | -22.5% |
| 3M | -7.7% | -6.5% | -1.2% | -5.8% |
| 6M | -15.8% | -1.3% | -14.5% | -16.7% |
| YTD | +3.6% | +2.5% | +1.1% | 0.0% |
| 1Y | +5.5% | +0.2% | +5.3% | +2.8% |
| 3Y | +22.1% | +27.6% | -5.5% | +4.1% |
| 5Y | +58.3% | +17.0% | +41.4% | +35.3% |
| 10Y | +50.3% | +148.3% | -98.1% | -20.4% |
| All | +33.0% | +99.5% | -66.5% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling