+55.0%
EWZ vs WU
-50.7%
+105.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 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% | +6.4% |
| YTD | +20.3% | -18.4% | +38.7% | +24.4% |
| 1Y | +35.6% | -8.1% | +43.7% | +35.4% |
| 3Y | +43.4% | -24.2% | +67.6% | +48.1% |
| All | +55.0% | -50.7% | +105.6% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling