+14,956.0%
WDC vs EWZ
+446.7%
+14,509.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +1.2% |
| 7D | +6.0% | +5.6% | +0.4% | +3.1% |
| 30D | +9.9% | +9.3% | +0.7% | +4.9% |
| 3M | -9.4% | +15.7% | -25.1% | -15.7% |
| 6M | +94.7% | +7.4% | +87.3% | +88.1% |
| YTD | +177.4% | +22.7% | +154.7% | +152.6% |
| 1Y | +412.6% | +36.4% | +376.2% | +342.4% |
| 3Y | +1,359.8% | +50.4% | +1,309.4% | +1,081.7% |
| 5Y | +992.6% | +67.6% | +924.9% | +707.3% |
| 10Y | +1,245.5% | +84.1% | +1,161.4% | +767.6% |
| All | +14,956.0% | +446.7% | +14,509.3% | +4,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling