+91.2%
EWZ vs WCN
+235.2%
-144.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | +1.1% | -4.4% | +5.5% | +3.4% |
| 30D | +13.5% | -4.4% | +17.9% | +16.0% |
| 3M | +15.2% | +0.5% | +14.8% | +14.1% |
| 6M | +3.7% | -3.3% | +7.0% | +4.2% |
| YTD | +22.5% | -8.5% | +31.0% | +26.3% |
| 1Y | +35.3% | -8.9% | +44.2% | +39.3% |
| 3Y | +50.2% | +18.0% | +32.2% | +28.8% |
| 5Y | +64.6% | +25.0% | +39.5% | +32.0% |
| All | +91.2% | +235.2% | -144.0% | -18.3% |
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