+482.9%
EWZ vs WTW
+1,181.4%
-698.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | +0.8% | +2.0% | -1.2% | -0.1% |
| 30D | -24.4% | +12.9% | -37.2% | -28.6% |
| 3M | -4.6% | +0.7% | -5.3% | -5.5% |
| 6M | -11.6% | +39.5% | -51.0% | -25.0% |
| YTD | +2.4% | +3.1% | -0.7% | -2.2% |
| 1Y | +2.1% | +4.8% | -2.7% | -3.3% |
| 3Y | +18.7% | +42.9% | -24.2% | -5.3% |
| 5Y | +54.2% | +55.3% | -1.1% | +15.6% |
| 10Y | +65.9% | +217.2% | -151.3% | -14.1% |
| All | +482.9% | +1,181.4% | -698.5% | +158.8% |
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