+54.2%
EWZ vs WU
-43.8%
+98.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +0.8% | -2.0% | +2.8% | +1.1% |
| 30D | -24.4% | +11.4% | -35.8% | -26.0% |
| 3M | -4.6% | -6.8% | +2.2% | -3.5% |
| 6M | -11.6% | -14.6% | +3.1% | -9.5% |
| YTD | +2.4% | -20.6% | +23.0% | +6.1% |
| 1Y | +2.1% | -15.4% | +17.4% | +4.0% |
| 3Y | +18.7% | -23.6% | +42.3% | +22.2% |
| All | +54.2% | -43.8% | +98.0% | +68.4% |
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 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