+50.4%
EWZ vs WTW
+65.4%
-15.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.2% |
| 7D | +5.6% | -2.7% | +8.3% | +5.8% |
| 30D | +9.3% | -5.6% | +14.9% | +9.7% |
| 3M | +15.7% | +26.5% | -10.8% | +13.6% |
| 6M | +7.4% | +8.1% | -0.7% | +6.7% |
| YTD | +22.7% | -0.3% | +23.0% | +22.8% |
| 1Y | +36.4% | -0.9% | +37.2% | +36.5% |
| 3Y | +50.4% | +66.6% | -16.2% | +31.9% |
| All | +50.4% | +65.4% | -15.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling