+88.5%
WDC vs EWZ
+1.3%
+87.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.7% |
| 7D | +12.1% | +0.8% | +11.3% | +11.7% |
| 30D | -18.8% | -24.4% | +5.6% | -9.6% |
| 3M | -39.3% | -4.6% | -34.7% | -45.0% |
| 6M | -40.1% | -11.6% | -28.6% | -41.4% |
| YTD | +71.8% | +2.4% | +69.4% | +59.8% |
| 1Y | +88.5% | +2.1% | +86.4% | +74.8% |
| All | +88.5% | +1.3% | +87.2% | +74.8% |
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