+32.0%
EWZ vs W
+214.9%
-182.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.7% |
| 7D | -4.2% | -5.6% | +1.4% | -3.7% |
| 30D | -26.1% | +7.5% | -33.7% | -26.8% |
| 3M | -12.0% | +5.4% | -17.4% | -12.8% |
| 6M | -19.3% | +79.4% | -98.7% | -25.2% |
| YTD | +0.9% | +12.9% | -12.0% | -2.5% |
| 1Y | +3.4% | +12.4% | -9.0% | -0.3% |
| 3Y | +18.6% | +128.5% | -109.9% | +0.8% |
| 5Y | +56.6% | -54.0% | +110.5% | +47.0% |
| 10Y | +50.3% | +248.8% | -198.5% | -3.0% |
| All | +32.0% | +214.9% | -182.9% | -13.7% |
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