+55.3%
EWZ vs WSM
+176.6%
-121.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -24.5% | +6.0% | -30.5% | -25.2% |
| 3M | -10.7% | +3.2% | -13.9% | -11.2% |
| 6M | -19.1% | +37.1% | -56.2% | -23.0% |
| YTD | +1.6% | +44.2% | -42.6% | -4.1% |
| 1Y | +4.3% | +34.2% | -29.9% | -0.7% |
| 3Y | +19.0% | +249.3% | -230.3% | -4.0% |
| All | +55.3% | +176.6% | -121.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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