+57.8%
EWZ vs WAB
+203.5%
-145.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | -24.5% | +0.4% | -24.9% | -24.8% |
| 3M | -10.7% | -3.8% | -6.9% | -9.8% |
| 6M | -19.1% | +5.1% | -24.2% | -21.1% |
| YTD | +1.6% | +33.3% | -31.7% | -9.1% |
| 1Y | +4.3% | +39.8% | -35.5% | -8.4% |
| 3Y | +19.0% | +161.1% | -142.1% | -19.1% |
| All | +57.8% | +203.5% | -145.7% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling