+55.0%
EWZ vs W
-63.2%
+118.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | +6.5% | -4.2% | +10.7% | +6.8% |
| 30D | +4.8% | -7.6% | +12.4% | +5.4% |
| 3M | +9.9% | +37.2% | -27.3% | +6.3% |
| 6M | +1.9% | +26.3% | -24.4% | -1.1% |
| YTD | +20.3% | -1.0% | +21.3% | +18.6% |
| 1Y | +35.6% | +20.1% | +15.5% | +31.0% |
| 3Y | +43.4% | +37.8% | +5.6% | +31.8% |
| All | +55.0% | -63.2% | +118.2% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling