+65.5%
EWZ vs W
+219.1%
-153.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -26.2% | +6.4% | -32.6% | -26.8% |
| 3M | -8.6% | +9.0% | -17.6% | -9.8% |
| 6M | -17.0% | +69.8% | -86.9% | -23.1% |
| YTD | +2.2% | +12.1% | -9.9% | -1.4% |
| 1Y | +2.7% | 0.0% | +2.7% | +0.1% |
| 3Y | +18.2% | +160.3% | -142.1% | -2.3% |
| 5Y | +56.0% | -53.3% | +109.3% | +47.3% |
| All | +65.5% | +219.1% | -153.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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