+43.6%
EWZ vs W
+238.4%
-194.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | -24.5% | +7.0% | -31.5% | -25.2% |
| 3M | -10.7% | +7.4% | -18.1% | -11.7% |
| 6M | -19.1% | +69.3% | -88.4% | -24.9% |
| YTD | +1.6% | +11.3% | -9.7% | -1.8% |
| 1Y | +4.3% | +13.2% | -8.9% | +0.2% |
| 3Y | +19.0% | +142.0% | -123.1% | -0.7% |
| 5Y | +57.7% | -54.6% | +112.3% | +49.5% |
| All | +43.6% | +238.4% | -194.8% | -6.3% |
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