+84.1%
EWZ vs WAB
+283.1%
-199.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | +5.6% | +1.7% | +3.9% | +4.8% |
| 30D | +9.3% | -2.4% | +11.7% | +10.3% |
| 3M | +15.7% | +9.7% | +6.0% | +10.5% |
| 6M | +7.4% | +16.5% | -9.1% | -0.2% |
| YTD | +22.7% | +33.7% | -11.0% | +7.4% |
| 1Y | +36.4% | +49.7% | -13.3% | +13.4% |
| 3Y | +50.4% | +170.9% | -120.5% | -5.9% |
| 5Y | +67.6% | +228.0% | -160.4% | -6.1% |
| 10Y | +84.1% | +284.8% | -200.7% | -19.9% |
| All | +84.1% | +283.1% | -199.0% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling