+54.5%
EWZ vs NWSA
+127.4%
-73.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +6.5% | -1.9% | +8.4% | +7.4% |
| 30D | +4.8% | +4.6% | +0.3% | +2.7% |
| 3M | +9.9% | +13.2% | -3.3% | +3.3% |
| 6M | +1.9% | +27.0% | -25.0% | -9.3% |
| YTD | +20.3% | +16.8% | +3.5% | +10.5% |
| 1Y | +35.6% | +4.5% | +31.1% | +30.5% |
| 3Y | +43.4% | +46.2% | -2.8% | +15.8% |
| 5Y | +55.9% | +40.9% | +15.0% | +22.8% |
| 10Y | +84.2% | +145.1% | -61.0% | -1.4% |
| All | +54.5% | +127.4% | -73.0% | -15.8% |
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