+432.5%
EWZ vs WCN
+5,110.4%
-4,677.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +6.5% | -0.6% | +7.1% | +6.8% |
| 30D | +4.8% | +0.4% | +4.4% | +4.6% |
| 3M | +9.9% | +7.3% | +2.6% | +5.6% |
| 6M | +1.9% | -2.5% | +4.5% | +2.0% |
| YTD | +20.3% | -5.4% | +25.7% | +21.7% |
| 1Y | +35.6% | -8.5% | +44.1% | +38.9% |
| 3Y | +43.4% | +20.8% | +22.6% | +26.2% |
| 5Y | +55.9% | +30.0% | +25.9% | +30.1% |
| 10Y | +84.2% | +238.4% | -154.3% | -2.8% |
| All | +432.5% | +5,110.4% | -4,677.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling