+92.6%
EWZ vs WU
-40.9%
+133.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.1% | -4.9% | +4.9% | +1.8% |
| 30D | +8.2% | -1.3% | +9.5% | +8.5% |
| 3M | +13.3% | -3.6% | +16.9% | +12.5% |
| 6M | +3.6% | -24.3% | +27.9% | +13.1% |
| YTD | +21.0% | -21.1% | +42.1% | +29.3% |
| 1Y | +34.7% | -10.3% | +45.0% | +35.0% |
| 3Y | +48.3% | -28.4% | +76.6% | +59.1% |
| 5Y | +60.1% | -51.2% | +111.3% | +102.9% |
| 10Y | +92.6% | -39.6% | +132.2% | +114.4% |
| All | +92.6% | -40.9% | +133.4% | +114.4% |
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