+135.9%
WMT vs EWZ
+59.6%
+76.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -7.4% | +12.8% | -20.2% | -8.2% |
| 3M | -10.9% | +10.8% | -21.6% | -11.6% |
| 6M | -12.7% | +2.5% | -15.2% | -12.9% |
| YTD | -3.2% | +21.4% | -24.6% | -4.9% |
| 1Y | +5.3% | +32.8% | -27.5% | +2.6% |
| 3Y | +101.9% | +45.2% | +56.7% | +93.5% |
| All | +135.9% | +59.6% | +76.3% | +126.7% |
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 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