+67.0%
EWZ vs WCC
+453.1%
-386.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.1% |
| 7D | +0.6% | +3.3% | -2.7% | -0.6% |
| 30D | -25.5% | -9.4% | -16.1% | -24.0% |
| 3M | -4.5% | -10.5% | +6.0% | -2.8% |
| 6M | -15.3% | -10.4% | -4.9% | -14.5% |
| YTD | +3.1% | +34.4% | -31.3% | -9.4% |
| 1Y | +1.2% | +27.7% | -26.4% | -9.8% |
| 3Y | +19.3% | +137.9% | -118.7% | -20.2% |
| 5Y | +52.3% | +147.0% | -94.8% | -7.5% |
| 10Y | +67.0% | +442.5% | -375.5% | -40.1% |
| All | +67.0% | +453.1% | -386.1% | -40.1% |
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