+23.7%
WMB vs EWZ
+7.8%
+15.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -6.5% |
| 7D | -8.6% | -4.1% | -4.6% | -8.2% |
| 30D | -4.2% | -25.0% | +20.8% | -1.3% |
| 3M | -4.4% | -10.6% | +6.2% | -4.2% |
| 6M | -8.7% | -16.6% | +7.9% | -7.1% |
| YTD | +15.4% | +2.5% | +12.9% | +9.9% |
| 1Y | +23.7% | +8.1% | +15.7% | +15.2% |
| All | +23.7% | +7.8% | +15.9% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling