+128.3%
WFC vs EWZ
+63.8%
+64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +2.5% | +8.2% | -5.7% | -0.2% |
| 3M | +10.0% | +13.3% | -3.3% | +5.4% |
| 6M | +15.1% | +3.6% | +11.5% | +13.3% |
| YTD | -2.2% | +21.0% | -23.2% | -8.6% |
| 1Y | +13.5% | +34.7% | -21.2% | +2.2% |
| 3Y | +135.2% | +48.3% | +86.9% | +102.3% |
| 5Y | +128.3% | +60.1% | +68.3% | +92.5% |
| All | +128.3% | +63.8% | +64.5% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling