+122.6%
EWZ vs WU
-19.6%
+142.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +6.5% | -0.8% | +7.3% | +6.9% |
| 30D | +4.8% | -1.1% | +5.9% | +5.2% |
| 3M | +9.9% | -3.9% | +13.7% | +9.1% |
| 6M | +1.9% | -20.7% | +22.6% | +11.3% |
| YTD | +20.3% | -18.4% | +38.7% | +28.7% |
| 1Y | +35.6% | -8.1% | +43.7% | +34.3% |
| 3Y | +43.4% | -24.2% | +67.6% | +51.3% |
| 5Y | +55.9% | -50.4% | +106.4% | +99.7% |
| 10Y | +84.2% | -40.0% | +124.2% | +102.7% |
| All | +122.6% | -19.6% | +142.2% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling