+43.6%
EWZ vs WWD
+461.1%
-417.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.6% |
| 7D | -1.5% | +4.2% | -5.6% | -3.3% |
| 30D | -24.5% | -2.1% | -22.4% | -24.3% |
| 3M | -10.7% | -13.2% | +2.5% | -6.4% |
| 6M | -19.1% | -16.9% | -2.2% | -14.5% |
| YTD | +1.6% | +5.2% | -3.6% | -3.3% |
| 1Y | +4.3% | +20.6% | -16.3% | -6.7% |
| 3Y | +19.0% | +146.3% | -127.4% | -24.8% |
| 5Y | +57.7% | +171.3% | -113.7% | -8.3% |
| All | +43.6% | +461.1% | -417.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling