+12.9%
SHW vs EWZ
+63.8%
-50.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -11.4% | +8.2% | -19.6% | -12.8% |
| 3M | +3.5% | +13.3% | -9.8% | +0.8% |
| 6M | -3.4% | +3.6% | -6.9% | -4.2% |
| YTD | -0.3% | +21.0% | -21.3% | -4.0% |
| 1Y | -10.4% | +34.7% | -45.1% | -15.6% |
| 3Y | +21.3% | +48.3% | -27.0% | +11.6% |
| 5Y | +12.9% | +60.1% | -47.2% | +6.0% |
| All | +12.9% | +63.8% | -50.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling