+1,394.6%
WDC vs EWZ
+45.8%
+1,348.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.9% |
| 7D | +7.5% | -0.1% | +7.5% | +7.5% |
| 30D | +10.1% | +8.2% | +1.9% | +4.4% |
| 3M | -6.8% | +13.3% | -20.1% | -13.7% |
| 6M | +84.1% | +3.6% | +80.5% | +79.8% |
| YTD | +180.3% | +21.0% | +159.3% | +155.8% |
| 1Y | +411.1% | +34.7% | +376.4% | +341.6% |
| All | +1,394.6% | +45.8% | +1,348.8% | +1,145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling