+66.1%
EWZ vs WETO
-99.4%
+165.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +1.3% |
| 7D | +1.1% | -19.9% | +21.0% | +1.1% |
| 30D | +13.5% | -42.7% | +56.1% | +13.6% |
| 3M | +15.2% | -97.7% | +113.0% | +13.7% |
| 6M | +3.7% | -94.4% | +98.2% | +2.6% |
| YTD | +22.5% | -97.0% | +119.5% | +21.0% |
| 1Y | +35.3% | -98.9% | +134.1% | +33.7% |
| All | +66.1% | -99.4% | +165.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling