+585.0%
EWZ vs WTW
+1,174.9%
-589.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +6.5% | -2.6% | +9.1% | +7.8% |
| 30D | +4.8% | -1.0% | +5.8% | +5.2% |
| 3M | +9.9% | +29.9% | -20.0% | -3.2% |
| 6M | +1.9% | +10.7% | -8.8% | -4.3% |
| YTD | +20.3% | +2.6% | +17.7% | +15.8% |
| 1Y | +35.6% | +2.8% | +32.9% | +30.0% |
| 3Y | +43.4% | +67.3% | -23.8% | +6.0% |
| 5Y | +55.9% | +56.6% | -0.7% | +16.7% |
| 10Y | +84.2% | +204.1% | -119.9% | -2.5% |
| All | +585.0% | +1,174.9% | -589.9% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling