-13.1%
SHW vs EWZ
+34.8%
-47.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -4.5% | +1.1% | -5.6% | -4.8% |
| 30D | -12.7% | +13.5% | -26.2% | -15.7% |
| 3M | +4.7% | +15.2% | -10.5% | +0.4% |
| 6M | -3.4% | +3.7% | -7.2% | -4.8% |
| YTD | -1.3% | +22.5% | -23.9% | -4.4% |
| All | -13.1% | +34.8% | -47.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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