+49.5%
EWZ vs WU
-24.9%
+74.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +4.8% | -1.1% | +5.9% | +5.0% |
| 3M | +9.9% | -3.9% | +13.7% | +9.7% |
| 6M | +1.9% | -20.7% | +22.6% | +5.7% |
| YTD | +20.3% | -18.4% | +38.7% | +23.7% |
| 1Y | +35.6% | -8.1% | +43.7% | +35.3% |
| All | +49.5% | -24.9% | +74.4% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling