+42.6%
EWZ vs WM
+348.7%
-306.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.1% |
| 7D | -4.2% | +4.5% | -8.7% | -6.2% |
| 30D | -26.1% | +16.1% | -42.2% | -31.5% |
| 3M | -12.0% | +8.0% | -20.1% | -15.7% |
| 6M | -19.3% | +8.4% | -27.7% | -23.3% |
| YTD | +0.9% | +11.2% | -10.3% | -6.1% |
| 1Y | +3.4% | +22.3% | -18.9% | -8.9% |
| 3Y | +18.6% | +50.2% | -31.7% | -11.0% |
| 5Y | +56.6% | +63.3% | -6.7% | +8.4% |
| All | +42.6% | +348.7% | -306.1% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling