+285.0%
WMB vs EWZ
+63.8%
+221.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | +4.6% | +8.2% | -3.6% | +2.2% |
| 3M | +5.7% | +13.3% | -7.6% | +1.9% |
| 6M | +4.2% | +3.6% | +0.6% | +2.6% |
| YTD | +26.8% | +21.0% | +5.9% | +19.2% |
| 1Y | +34.7% | +34.7% | 0.0% | +22.4% |
| 3Y | +146.8% | +48.3% | +98.5% | +114.5% |
| 5Y | +285.0% | +60.1% | +224.9% | +212.6% |
| All | +285.0% | +63.8% | +221.2% | +212.6% |
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