+9,226.0%
WDC vs EWZ
+356.2%
+8,869.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.7% |
| 7D | +12.1% | +0.8% | +11.3% | +11.7% |
| 30D | -18.8% | -24.4% | +5.6% | -8.5% |
| 3M | -39.3% | -4.6% | -34.7% | -39.4% |
| 6M | -40.1% | -11.6% | -28.6% | -37.9% |
| YTD | +71.8% | +2.4% | +69.4% | +67.2% |
| 1Y | +88.5% | +2.1% | +86.4% | +83.2% |
| 3Y | +770.0% | +18.7% | +751.3% | +675.9% |
| 5Y | +549.0% | +54.2% | +494.9% | +390.7% |
| 10Y | +650.3% | +65.9% | +584.4% | +400.8% |
| All | +9,226.0% | +356.2% | +8,869.8% | +2,975.8% |
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 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