+52.1%
EWZ vs WCC
+146.1%
-94.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.1% | +14.2% | -14.2% | -2.4% |
| 30D | -25.9% | -9.8% | -16.0% | -24.9% |
| 3M | -6.1% | -10.1% | +4.0% | -5.1% |
| 6M | -16.1% | -9.4% | -6.7% | -15.7% |
| YTD | +1.0% | +34.4% | -33.4% | -6.5% |
| 1Y | 0.0% | +23.3% | -23.3% | -6.0% |
| 3Y | +16.8% | +137.9% | -121.1% | -7.4% |
| 5Y | +52.1% | +144.0% | -91.9% | +17.2% |
| All | +52.1% | +146.1% | -94.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling