-19.1%
EWZ vs WCN
+20.4%
-39.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.5% |
| 7D | -1.5% | +2.9% | -4.4% | -1.0% |
| 30D | -24.5% | +22.1% | -46.6% | -21.3% |
| 3M | -10.7% | +13.2% | -23.9% | -8.7% |
| 6M | -19.1% | +23.7% | -42.8% | -17.2% |
| All | -19.1% | +20.4% | -39.5% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling