+8.1%
EWZ vs WM
+21.9%
-13.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.9% |
| 7D | -4.1% | +5.9% | -10.0% | -3.3% |
| 30D | -25.0% | +15.4% | -40.4% | -23.5% |
| 3M | -10.6% | +6.3% | -17.0% | -10.0% |
| 6M | -16.6% | +5.6% | -22.2% | -15.9% |
| YTD | +2.5% | +9.9% | -7.5% | +1.3% |
| 1Y | +8.1% | +20.8% | -12.8% | +6.3% |
| All | +8.1% | +21.9% | -13.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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