+50.3%
EWZ vs WCC
+492.1%
-441.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.2% | -0.5% |
| 7D | +1.4% | -5.7% | +7.1% | +2.6% |
| 30D | -25.1% | -13.5% | -11.6% | -22.6% |
| 3M | -7.7% | -12.9% | +5.1% | -5.3% |
| 6M | -15.8% | -10.7% | -5.2% | -15.1% |
| YTD | +3.6% | +30.0% | -26.4% | -7.9% |
| 1Y | +5.5% | +24.7% | -19.2% | -5.3% |
| 3Y | +22.1% | +136.6% | -114.5% | -17.9% |
| 5Y | +58.3% | +143.9% | -85.6% | -2.9% |
| 10Y | +50.3% | +465.9% | -415.7% | -38.8% |
| All | +50.3% | +492.1% | -441.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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