+145.0%
WFC vs EWZ
+94.8%
+50.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | +1.5% | +12.8% | -11.3% | -3.5% |
| 3M | +10.2% | +10.8% | -0.5% | +5.3% |
| 6M | +18.8% | +2.5% | +16.3% | +16.9% |
| YTD | -1.5% | +21.4% | -22.9% | -10.0% |
| 1Y | +13.5% | +32.8% | -19.2% | -0.4% |
| 3Y | +135.0% | +45.2% | +89.8% | +95.1% |
| 5Y | +130.1% | +63.0% | +67.1% | +75.5% |
| All | +145.0% | +94.8% | +50.2% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling