+8.1%
EWZ vs WCN
+16.1%
-8.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +1.8% |
| 7D | -4.1% | +6.7% | -10.8% | -3.7% |
| 30D | -25.0% | +24.3% | -49.3% | -24.1% |
| 3M | -10.6% | +16.1% | -26.7% | -9.8% |
| 6M | -16.6% | +19.9% | -36.6% | -15.9% |
| YTD | +2.5% | +10.1% | -7.6% | +4.5% |
| 1Y | +8.1% | +14.4% | -6.3% | +10.1% |
| All | +8.1% | +16.1% | -8.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling