+67.0%
EWZ vs WCN
+309.3%
-242.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -25.5% | +25.3% | -50.8% | -33.6% |
| 3M | -4.5% | +15.4% | -20.0% | -11.5% |
| 6M | -15.3% | +27.8% | -43.1% | -26.0% |
| YTD | +3.1% | +10.6% | -7.5% | -3.6% |
| 1Y | +1.2% | +15.8% | -14.6% | -7.9% |
| 3Y | +19.3% | +50.3% | -31.0% | -9.7% |
| 5Y | +52.3% | +46.9% | +5.3% | +14.0% |
| 10Y | +67.0% | +318.8% | -251.8% | -30.7% |
| All | +67.0% | +309.3% | -242.3% | -30.7% |
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