+18.1%
EWZ vs WM
+50.2%
-32.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -4.2% | +4.5% | -8.7% | -4.3% |
| 30D | -26.1% | +16.1% | -42.2% | -26.5% |
| 3M | -12.0% | +8.0% | -20.1% | -12.3% |
| 6M | -19.3% | +8.4% | -27.7% | -19.6% |
| YTD | +0.9% | +11.2% | -10.3% | -0.2% |
| 1Y | +3.4% | +22.3% | -18.9% | +0.9% |
| All | +18.1% | +50.2% | -32.1% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling