+57.8%
EWZ vs WU
-42.0%
+99.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -1.5% | +11.7% | -13.2% | -3.6% |
| 30D | -24.5% | +12.6% | -37.1% | -26.3% |
| 3M | -10.7% | -0.5% | -10.2% | -10.8% |
| 6M | -19.1% | -18.2% | -0.9% | -16.4% |
| YTD | +1.6% | -19.0% | +20.6% | +4.8% |
| 1Y | +4.3% | -16.7% | +21.0% | +6.7% |
| 3Y | +19.0% | -21.0% | +40.0% | +21.6% |
| All | +57.8% | -42.0% | +99.8% | +73.1% |
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