+36.4%
EWZ vs WY
-9.6%
+46.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | +5.6% | -2.1% | +7.6% | +5.9% |
| 30D | +9.3% | -10.5% | +19.7% | +11.1% |
| 3M | +15.7% | -4.9% | +20.6% | +16.2% |
| 6M | +7.4% | -4.9% | +12.4% | +7.2% |
| YTD | +22.7% | -1.7% | +24.4% | +22.0% |
| 1Y | +36.4% | -9.4% | +45.8% | +39.2% |
| All | +36.4% | -9.6% | +46.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling