+35.6%
EWZ vs WETO
-98.9%
+134.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -20.8% | +20.1% | -0.8% |
| 7D | +6.5% | -55.4% | +61.9% | +6.3% |
| 30D | +4.8% | -48.5% | +53.3% | +4.9% |
| 3M | +9.9% | -97.5% | +107.4% | +7.6% |
| 6M | +1.9% | -94.2% | +96.2% | +1.0% |
| YTD | +20.3% | -97.0% | +117.3% | +17.5% |
| 1Y | +35.6% | -98.9% | +134.5% | +32.4% |
| All | +35.6% | -98.9% | +134.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling