+81.1%
EWZ vs WM
+306.5%
-225.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +4.8% | -2.4% | +7.2% | +6.0% |
| 3M | +9.9% | +0.4% | +9.5% | +8.8% |
| 6M | +1.9% | -9.5% | +11.4% | +6.0% |
| YTD | +20.3% | +0.5% | +19.8% | +18.0% |
| 1Y | +35.6% | -1.1% | +36.7% | +33.6% |
| 3Y | +43.4% | +46.0% | -2.6% | +7.6% |
| 5Y | +55.9% | +51.8% | +4.1% | +10.3% |
| All | +81.1% | +306.5% | -225.4% | -28.4% |
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