+739.6%
WMT vs EWZ
+439.1%
+300.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | -5.8% | +8.2% | -14.0% | -7.1% |
| 3M | -10.8% | +13.3% | -24.1% | -12.7% |
| 6M | -14.3% | +3.6% | -17.9% | -15.1% |
| YTD | -4.4% | +21.0% | -25.4% | -7.8% |
| 1Y | +4.3% | +34.7% | -30.3% | -1.3% |
| 3Y | +100.1% | +48.3% | +51.8% | +84.9% |
| 5Y | +130.8% | +60.1% | +70.8% | +106.9% |
| 10Y | +433.7% | +92.6% | +341.2% | +334.6% |
| All | +739.6% | +439.1% | +300.5% | +384.0% |
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