+116.4%
WMB vs EWZ
+18.9%
+97.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | -6.9% | +1.3% | -8.2% | -7.1% |
| 30D | -7.2% | -26.2% | +19.0% | -3.0% |
| 3M | -5.4% | -8.6% | +3.2% | -5.3% |
| 6M | -4.9% | -17.0% | +12.2% | -2.8% |
| YTD | +14.7% | +2.2% | +12.5% | +11.5% |
| 1Y | +14.7% | +2.7% | +12.0% | +11.3% |
| 3Y | +116.4% | +18.2% | +98.2% | +98.7% |
| All | +116.4% | +18.9% | +97.4% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling