+43.6%
EWZ vs WM
+339.4%
-295.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.7% |
| 7D | -1.5% | +1.2% | -2.7% | -2.1% |
| 30D | -24.5% | +13.1% | -37.6% | -29.2% |
| 3M | -10.7% | +3.6% | -14.3% | -12.7% |
| 6M | -19.1% | +8.1% | -27.2% | -23.1% |
| YTD | +1.6% | +8.9% | -7.3% | -4.6% |
| 1Y | +4.3% | +20.3% | -16.0% | -7.4% |
| 3Y | +19.0% | +46.2% | -27.2% | -9.5% |
| 5Y | +57.7% | +59.9% | -2.2% | +10.2% |
| All | +43.6% | +339.4% | -295.8% | -32.7% |
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