+50.3%
EWZ vs WCN
+302.6%
-252.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | -25.1% | +24.6% | -49.7% | -33.1% |
| 3M | -7.7% | +14.2% | -21.9% | -14.0% |
| 6M | -15.8% | +25.7% | -41.5% | -25.9% |
| YTD | +3.6% | +9.3% | -5.7% | -2.6% |
| 1Y | +5.5% | +15.3% | -9.8% | -3.9% |
| 3Y | +22.1% | +48.6% | -26.5% | -7.3% |
| 5Y | +58.3% | +46.9% | +11.4% | +17.9% |
| 10Y | +50.3% | +298.1% | -247.9% | -41.1% |
| All | +50.3% | +302.6% | -252.4% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling