+43.6%
EWZ vs WCC
+457.1%
-413.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | -1.5% | -14.7% | +13.2% | +2.9% |
| 30D | -24.5% | -20.1% | -4.5% | -20.1% |
| 3M | -10.7% | -21.2% | +10.5% | -5.5% |
| 6M | -19.1% | -19.2% | +0.1% | -15.7% |
| YTD | +1.6% | +20.2% | -18.6% | -7.4% |
| 1Y | +4.3% | +14.5% | -10.2% | -3.8% |
| 3Y | +19.0% | +115.1% | -96.2% | -17.4% |
| 5Y | +57.7% | +121.5% | -63.8% | 0.0% |
| All | +43.6% | +457.1% | -413.6% | -37.5% |
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