-40.1%
WDC vs EWZ
-14.0%
-26.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.3% |
| 7D | +12.1% | +0.8% | +11.3% | +11.9% |
| 30D | -18.8% | -24.4% | +5.6% | -15.5% |
| 3M | -39.3% | -4.6% | -34.7% | -46.1% |
| 6M | -40.1% | -11.6% | -28.6% | -41.5% |
| All | -40.1% | -14.0% | -26.1% | -41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling