+84.1%
EWZ vs WPM
+502.1%
-418.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +5.6% | +7.0% | -1.4% | +4.0% |
| 30D | +9.3% | +15.7% | -6.5% | +5.4% |
| 3M | +15.7% | +35.2% | -19.5% | +7.2% |
| 6M | +7.4% | +6.1% | +1.3% | +4.7% |
| YTD | +22.7% | +32.6% | -9.9% | +13.1% |
| 1Y | +36.4% | +46.9% | -10.5% | +22.2% |
| 3Y | +50.4% | +276.3% | -225.9% | +6.3% |
| 5Y | +67.6% | +260.0% | -192.4% | +17.4% |
| 10Y | +84.1% | +508.5% | -424.5% | +11.8% |
| All | +84.1% | +502.1% | -418.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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