+66.3%
EWZ vs WETO
-99.4%
+165.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +5.6% | -57.2% | +62.8% | +5.4% |
| 30D | +9.3% | -48.8% | +58.0% | +9.3% |
| 3M | +15.7% | -97.7% | +113.4% | +14.1% |
| 6M | +7.4% | -94.3% | +101.7% | +6.3% |
| YTD | +22.7% | -97.0% | +119.7% | +21.2% |
| 1Y | +36.4% | -98.9% | +135.3% | +34.9% |
| All | +66.3% | -99.4% | +165.7% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling