+22.1%
EWZ vs W
+151.3%
-129.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +1.5% |
| 7D | +1.4% | +3.3% | -1.9% | +1.0% |
| 30D | -25.1% | +10.5% | -35.6% | -26.0% |
| 3M | -7.7% | +9.6% | -17.4% | -8.8% |
| 6M | -15.8% | +76.4% | -92.2% | -21.7% |
| YTD | +3.6% | +16.4% | -12.8% | -0.1% |
| 1Y | +5.5% | +9.3% | -3.9% | +2.1% |
| 3Y | +22.1% | +172.8% | -150.7% | +1.0% |
| All | +22.1% | +151.3% | -129.2% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling