+57.8%
EWZ vs WPM
+246.3%
-188.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | 0.0% |
| 7D | -1.5% | +16.9% | -18.4% | -5.1% |
| 30D | -24.5% | +2.0% | -26.5% | -25.1% |
| 3M | -10.7% | +8.9% | -19.6% | -13.2% |
| 6M | -19.1% | +1.6% | -20.7% | -20.5% |
| YTD | +1.6% | +16.5% | -14.9% | -4.3% |
| 1Y | +4.3% | +42.2% | -37.9% | -6.7% |
| 3Y | +19.0% | +213.3% | -194.3% | -16.5% |
| All | +57.8% | +246.3% | -188.5% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling