+92.6%
EWZ vs WY
+5.8%
+86.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -1.7% | +1.6% | +0.8% |
| 30D | +8.2% | -9.9% | +18.0% | +13.7% |
| 3M | +13.3% | -7.5% | +20.8% | +16.9% |
| 6M | +3.6% | -5.1% | +8.7% | +5.2% |
| YTD | +21.0% | -2.1% | +23.1% | +20.4% |
| 1Y | +34.7% | -7.3% | +42.0% | +37.1% |
| 3Y | +48.3% | -22.6% | +70.9% | +61.0% |
| 5Y | +60.1% | -19.8% | +79.9% | +64.0% |
| 10Y | +92.6% | +9.6% | +83.0% | +46.7% |
| All | +92.6% | +5.8% | +86.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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