+432.5%
EWZ vs WWD
+9,270.5%
-8,837.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +6.5% | +1.3% | +5.2% | +5.9% |
| 30D | +4.8% | -7.2% | +12.0% | +7.9% |
| 3M | +9.9% | -3.8% | +13.7% | +10.5% |
| 6M | +1.9% | -9.9% | +11.9% | +4.7% |
| YTD | +20.3% | +14.8% | +5.5% | +11.1% |
| 1Y | +35.6% | +42.1% | -6.5% | +13.6% |
| 3Y | +43.4% | +170.8% | -127.4% | -11.8% |
| 5Y | +55.9% | +197.5% | -141.6% | -11.4% |
| 10Y | +84.2% | +477.8% | -393.7% | -26.1% |
| All | +432.5% | +9,270.5% | -8,837.9% | -4.4% |
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