+352.2%
EWZ vs WWD
+8,943.2%
-8,591.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | -26.2% | -0.4% | -25.7% | -26.5% |
| 3M | -8.6% | -6.1% | -2.6% | -7.1% |
| 6M | -17.0% | -9.5% | -7.5% | -15.1% |
| YTD | +2.2% | +10.8% | -8.7% | -4.9% |
| 1Y | +2.7% | +23.5% | -20.9% | -9.2% |
| 3Y | +18.2% | +151.3% | -133.1% | -25.5% |
| 5Y | +56.0% | +187.8% | -131.8% | -10.7% |
| 10Y | +60.8% | +461.1% | -400.3% | -35.1% |
| All | +352.2% | +8,943.2% | -8,591.0% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling