+42.6%
EWZ vs WEC
+182.1%
-139.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -4.2% | +3.2% | -7.4% | -5.1% |
| 30D | -26.1% | +14.7% | -40.8% | -29.2% |
| 3M | -12.0% | +10.2% | -22.3% | -14.8% |
| 6M | -19.3% | +4.5% | -23.7% | -20.6% |
| YTD | +0.9% | +15.1% | -14.2% | -3.9% |
| 1Y | +3.4% | +9.4% | -6.0% | 0.0% |
| 3Y | +18.6% | +56.9% | -38.3% | +0.8% |
| 5Y | +56.6% | +54.4% | +2.1% | +32.3% |
| All | +42.6% | +182.1% | -139.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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