+57.4%
EWZ vs W
+176.2%
-118.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | +6.5% | -4.2% | +10.7% | +6.9% |
| 30D | +4.8% | -7.6% | +12.4% | +5.6% |
| 3M | +9.9% | +37.2% | -27.3% | +5.1% |
| 6M | +1.9% | +26.3% | -24.4% | -2.0% |
| YTD | +20.3% | -1.0% | +21.3% | +18.1% |
| 1Y | +35.6% | +20.1% | +15.5% | +29.5% |
| 3Y | +43.4% | +37.8% | +5.6% | +28.6% |
| 5Y | +55.9% | -63.7% | +119.6% | +50.6% |
| 10Y | +84.2% | +156.3% | -72.2% | +22.0% |
| All | +57.4% | +176.2% | -118.8% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling