+916.1%
WDC vs EWZ
+59.6%
+856.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -4.3% | +0.9% | -5.2% | -4.7% |
| 30D | -1.5% | +12.8% | -14.3% | -7.3% |
| 3M | -15.5% | +10.8% | -26.2% | -19.6% |
| 6M | +66.5% | +2.5% | +63.9% | +64.3% |
| YTD | +159.9% | +21.4% | +138.5% | +140.8% |
| 1Y | +366.0% | +32.8% | +333.2% | +315.4% |
| 3Y | +1,285.8% | +45.2% | +1,240.6% | +1,075.7% |
| All | +916.1% | +59.6% | +856.5% | +692.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling