+463.6%
WMB vs EWZ
+355.2%
+108.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.2% |
| 7D | -6.9% | +1.3% | -8.2% | -7.6% |
| 30D | -7.2% | -26.2% | +19.0% | +6.3% |
| 3M | -5.4% | -8.6% | +3.2% | -3.7% |
| 6M | -4.9% | -17.0% | +12.2% | +1.3% |
| YTD | +14.7% | +2.2% | +12.5% | +8.9% |
| 1Y | +14.7% | +2.7% | +12.0% | +8.4% |
| 3Y | +116.4% | +18.2% | +98.2% | +84.9% |
| 5Y | +198.5% | +56.0% | +142.5% | +111.3% |
| 10Y | +266.3% | +60.8% | +205.5% | +118.5% |
| All | +463.6% | +355.2% | +108.4% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling