+27.9%
WMB vs EWZ
+35.8%
-7.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +0.7% | +13.5% | -12.8% | -1.5% |
| 3M | +1.5% | +15.2% | -13.7% | -1.1% |
| 6M | +0.1% | +3.7% | -3.7% | -0.8% |
| YTD | +22.9% | +22.5% | +0.4% | +16.6% |
| 1Y | +27.9% | +35.3% | -7.4% | +20.2% |
| All | +27.9% | +35.8% | -7.9% | +20.2% |
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