+5,597.6%
WELL vs EWZ
+436.1%
+5,161.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.8% |
| 7D | -0.8% | +6.5% | -7.3% | -2.7% |
| 30D | -0.1% | +4.8% | -4.9% | -1.6% |
| 3M | +18.0% | +9.9% | +8.1% | +14.4% |
| 6M | +15.0% | +1.9% | +13.0% | +13.7% |
| YTD | +28.6% | +20.3% | +8.3% | +20.5% |
| 1Y | +42.9% | +35.6% | +7.3% | +28.7% |
| 3Y | +203.0% | +43.4% | +159.6% | +164.4% |
| 5Y | +206.9% | +55.9% | +150.9% | +153.8% |
| 10Y | +339.5% | +84.2% | +255.3% | +226.7% |
| All | +5,597.6% | +436.1% | +5,161.5% | +3,369.1% |
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