+1,188.5%
WDC vs EWZ
+94.8%
+1,093.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -4.3% | +0.9% | -5.2% | -4.8% |
| 30D | -1.5% | +12.8% | -14.3% | -7.6% |
| 3M | -15.5% | +10.8% | -26.2% | -19.8% |
| 6M | +66.5% | +2.5% | +63.9% | +64.3% |
| YTD | +159.9% | +21.4% | +138.5% | +138.0% |
| 1Y | +366.0% | +32.8% | +333.2% | +307.8% |
| 3Y | +1,285.8% | +45.2% | +1,240.6% | +1,043.5% |
| 5Y | +925.6% | +63.0% | +862.6% | +669.6% |
| All | +1,188.5% | +94.8% | +1,093.8% | +776.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling