+8.1%
EWZ vs WAB
+46.5%
-38.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -4.1% | +4.5% | -8.6% | -5.2% |
| 30D | -25.0% | +1.1% | -26.0% | -25.0% |
| 3M | -10.6% | -1.3% | -9.4% | -10.1% |
| 6M | -16.6% | +12.7% | -29.3% | -20.7% |
| YTD | +2.5% | +38.7% | -36.2% | -9.0% |
| 1Y | +8.1% | +44.9% | -36.9% | -5.7% |
| All | +8.1% | +46.5% | -38.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling