+89.4%
EWZ vs WTW
+198.0%
-108.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +0.9% | -5.7% | +6.6% | +3.3% |
| 30D | +12.8% | -7.3% | +20.0% | +16.1% |
| 3M | +10.8% | +21.5% | -10.7% | +1.4% |
| 6M | +2.5% | +9.6% | -7.1% | -2.8% |
| YTD | +21.4% | -3.3% | +24.6% | +20.4% |
| 1Y | +32.8% | -6.1% | +38.9% | +33.3% |
| 3Y | +45.2% | +61.8% | -16.6% | +7.3% |
| 5Y | +63.0% | +42.7% | +20.3% | +25.7% |
| All | +89.4% | +198.0% | -108.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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