+266.3%
EWZ vs WPM
+5,967.5%
-5,701.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | +6.5% | +1.1% | +5.4% | +6.1% |
| 30D | +4.8% | +26.4% | -21.5% | -2.6% |
| 3M | +9.9% | +20.8% | -10.9% | +2.8% |
| 6M | +1.9% | +1.1% | +0.8% | -0.1% |
| YTD | +20.3% | +32.5% | -12.2% | +8.0% |
| 1Y | +35.6% | +51.5% | -15.9% | +16.0% |
| 3Y | +43.4% | +267.0% | -223.6% | -8.3% |
| 5Y | +55.9% | +250.1% | -194.2% | -1.4% |
| 10Y | +84.2% | +540.4% | -456.2% | -12.1% |
| All | +266.3% | +5,967.5% | -5,701.2% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling