+358.7%
EWZ vs WY
+187.3%
+171.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -25.1% | +10.6% | -35.7% | -29.7% |
| 3M | -7.7% | -16.6% | +8.9% | +1.0% |
| 6M | -15.8% | -8.6% | -7.3% | -13.3% |
| YTD | +3.6% | -8.4% | +12.0% | +5.9% |
| 1Y | +5.5% | -5.1% | +10.6% | +5.3% |
| 3Y | +22.1% | -21.9% | +44.0% | +31.2% |
| 5Y | +58.3% | -31.3% | +89.7% | +76.6% |
| 10Y | +50.3% | +3.6% | +46.7% | +20.2% |
| All | +358.7% | +187.3% | +171.4% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling