+366.0%
WDC vs EWZ
+33.5%
+332.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.1% |
| 7D | -4.3% | +0.9% | -5.2% | -5.1% |
| 30D | -1.5% | +12.8% | -14.3% | -12.6% |
| 3M | -15.5% | +10.8% | -26.2% | -23.1% |
| 6M | +66.5% | +2.5% | +63.9% | +62.0% |
| YTD | +159.9% | +21.4% | +138.5% | +128.0% |
| 1Y | +366.0% | +32.8% | +333.2% | +261.5% |
| All | +366.0% | +33.5% | +332.4% | +261.5% |
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