+43.6%
EWZ vs WU
-36.0%
+79.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -1.5% | +11.7% | -13.2% | -5.5% |
| 30D | -24.5% | +12.6% | -37.1% | -27.9% |
| 3M | -10.7% | -0.5% | -10.2% | -11.0% |
| 6M | -19.1% | -18.2% | -0.9% | -14.4% |
| YTD | +1.6% | -19.0% | +20.6% | +7.1% |
| 1Y | +4.3% | -16.7% | +21.0% | +8.4% |
| 3Y | +19.0% | -21.0% | +40.0% | +22.5% |
| 5Y | +57.7% | -41.7% | +99.4% | +80.3% |
| All | +43.6% | -36.0% | +79.6% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling