+432.5%
EWZ vs WM
+1,951.4%
-1,518.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | +4.8% | -2.4% | +7.2% | +6.2% |
| 3M | +9.9% | +0.4% | +9.5% | +8.7% |
| 6M | +1.9% | -9.5% | +11.4% | +6.6% |
| YTD | +20.3% | +0.5% | +19.8% | +17.8% |
| 1Y | +35.6% | -1.1% | +36.7% | +33.3% |
| 3Y | +43.4% | +46.0% | -2.6% | +7.4% |
| 5Y | +55.9% | +51.8% | +4.1% | +11.0% |
| 10Y | +84.2% | +307.5% | -223.4% | -30.5% |
| All | +432.5% | +1,951.4% | -1,518.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling