+3.4%
EWZ vs SW
+25.8%
-22.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -4.2% | +4.7% | -8.8% | -4.8% |
| 30D | -26.1% | +5.0% | -31.1% | -26.7% |
| 3M | -12.0% | -7.3% | -4.7% | -11.0% |
| 6M | -19.3% | +15.0% | -34.2% | -22.4% |
| YTD | +0.9% | +18.5% | -17.6% | -4.3% |
| 1Y | +3.4% | +27.1% | -23.7% | -3.3% |
| All | +3.4% | +25.8% | -22.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling