+8.1%
EWZ vs WU
-18.0%
+26.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.2% |
| 7D | -4.1% | +8.2% | -12.3% | -4.7% |
| 30D | -25.0% | +8.0% | -33.0% | -25.3% |
| 3M | -10.6% | -6.6% | -4.0% | -10.5% |
| 6M | -16.6% | -23.3% | +6.6% | -15.1% |
| YTD | +2.5% | -22.4% | +24.9% | +4.1% |
| 1Y | +8.1% | -18.0% | +26.1% | +10.0% |
| All | +8.1% | -18.0% | +26.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling