+417.4%
WDC vs EWZ
+36.3%
+381.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.5% |
| 7D | +1.7% | +6.5% | -4.8% | -4.3% |
| 30D | -10.0% | +4.8% | -14.8% | -14.0% |
| 3M | -18.8% | +9.9% | -28.6% | -25.2% |
| 6M | +79.0% | +1.9% | +77.1% | +75.0% |
| YTD | +171.6% | +20.3% | +151.3% | +140.7% |
| 1Y | +417.4% | +35.6% | +381.8% | +313.7% |
| All | +417.4% | +36.3% | +381.1% | +313.7% |
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