+52.6%
EWZ vs SW
+189.7%
-137.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.4% | +1.3% |
| 7D | -4.1% | +12.1% | -16.1% | -5.1% |
| 30D | -25.0% | +6.6% | -31.5% | -25.5% |
| 3M | -10.6% | -6.0% | -4.6% | -10.2% |
| 6M | -16.6% | +21.5% | -38.1% | -18.5% |
| YTD | +2.5% | +20.3% | -17.9% | 0.0% |
| 1Y | +8.1% | +28.1% | -20.1% | +4.8% |
| 3Y | +20.4% | +51.6% | -31.2% | +14.3% |
| 5Y | +62.7% | -0.1% | +62.8% | +56.9% |
| 10Y | +52.6% | +189.7% | -137.1% | +25.7% |
| All | +52.6% | +189.7% | -137.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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