+64.5%
EWZ vs WETO
-99.4%
+163.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -1.0% |
| 7D | +0.9% | -4.3% | +5.2% | +0.9% |
| 30D | +12.8% | -39.9% | +52.7% | +12.9% |
| 3M | +10.8% | -97.9% | +108.7% | +9.2% |
| 6M | +2.5% | -95.0% | +97.5% | +1.4% |
| YTD | +21.4% | -97.2% | +118.5% | +19.9% |
| 1Y | +32.8% | -98.9% | +131.7% | +31.3% |
| All | +64.5% | -99.4% | +163.9% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling