-8.7%
EWZ vs SW
+725.7%
-734.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +2.2% |
| 7D | +5.6% | -2.6% | +8.2% | +5.7% |
| 30D | +9.3% | -7.5% | +16.7% | +9.7% |
| 3M | +15.7% | +10.3% | +5.4% | +14.8% |
| 6M | +7.4% | +5.4% | +2.0% | +6.8% |
| YTD | +22.7% | +17.9% | +4.8% | +21.1% |
| 1Y | +36.4% | -2.4% | +38.8% | +35.9% |
| 3Y | +50.4% | +28.7% | +21.7% | +46.9% |
| 5Y | +67.6% | -5.7% | +73.3% | +64.2% |
| 10Y | +84.1% | +139.3% | -55.2% | +70.7% |
| All | -8.7% | +725.7% | -734.4% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling