Regression from Apr 2007 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
0.99 0.63 -0.10 -0.18 1.12% 0.951
Standard error 0.0390 0.0834 0.0727 0.0325 0.0017
t-statistics 25.35 7.51 -1.36 -5.58 0.56

Fund Profile

Symbol EZM
Issuer WisdomTree
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Apr 2007 - Oct 2013

Month RaR Rm-Rf SMB HML Mom Rf
200704 3.91 3.49 -2.09 -0.96 -0.15 0.44
200705 4.43 3.24 -0.04 -0.13 -0.30 0.41
200706 -1.90 -1.96 0.76 -1.06 0.24 0.40
200707 -5.99 -3.74 -2.67 -2.99 2.78 0.40
200708 0.09 0.92 -0.14 -2.36 0.10 0.42
200709 1.39 3.23 -2.46 -2.13 4.61 0.32
200710 0.46 1.80 0.21 -1.97 4.89 0.32
200711 -5.24 -4.82 -2.77 -1.09 0.88 0.34
200712 -1.23 -0.86 0.05 -0.03 6.55 0.27
200801 -4.35 -6.35 -0.77 3.05 -7.83 0.21
200802 -2.09 -3.09 -0.55 -0.03 6.11 0.13
200803 -2.33 -0.94 0.83 0.28 4.12 0.17
200804 5.50 4.60 -1.49 -0.03 -0.22 0.18
200805 4.09 1.86 2.98 -0.34 3.20 0.18
200806 -7.82 -8.44 1.07 -1.02 12.53 0.17
200807 -0.30 -0.77 3.58 3.69 -5.32 0.15
200808 3.26 1.53 3.75 1.48 -3.80 0.13
200809 -11.39 -9.24 -0.34 4.40 0.34 0.15
200810 -19.51 -17.23 -2.28 -2.99 7.83 0.08
200811 -9.79 -7.86 -3.63 -4.94 7.13 0.03
200812 5.75 1.66 3.97 -1.20 -5.03 0.09
200901 -4.60 -8.12 -0.98 -9.86 -1.88 0.00
200902 -13.22 -10.09 -0.35 -6.90 4.29 0.01
200903 8.23 8.95 0.73 2.60 -11.35 0.02
200904 21.84 10.19 5.40 5.42 -34.72 0.01
200905 4.85 5.21 -2.66 0.56 -12.47 0.00
200906 -1.20 0.43 2.67 -2.44 5.31 0.01
200907 10.74 7.72 2.50 4.73 -5.47 0.01
200908 3.88 3.32 -0.51 7.59 -8.87 0.01
200909 6.85 4.08 2.47 1.40 -5.02 0.01
200910 -4.02 -2.59 -4.22 -4.37 2.67 0.00
200911 3.69 5.56 -2.65 0.17 0.37 0.00
200912 8.62 2.75 5.79 0.73 2.89 0.01
201001 -3.06 -3.36 0.19 0.61 -5.34 0.00
201002 3.71 3.40 1.44 2.74 3.62 0.00
201003 7.99 6.32 1.58 2.03 3.70 0.01
201004 3.71 2.00 4.94 3.15 3.14 0.00
201005 -6.17 -7.89 -0.08 -2.33 -0.22 0.01
201006 -6.23 -5.56 -2.13 -4.26 -2.90 0.01
201007 5.87 6.92 0.17 0.22 1.92 0.01
201008 -5.70 -4.77 -2.94 -1.64 -0.13 0.01
201009 11.44 9.54 3.84 -3.02 1.35 0.01
201010 3.83 3.88 1.04 -2.30 1.58 0.01
201011 2.89 0.60 3.66 -0.54 2.51 0.01
201012 6.68 6.82 0.78 3.58 -3.21 0.01
201101 1.92 2.01 -2.46 0.86 -0.30 0.01
201102 4.43 3.49 1.63 1.67 2.05 0.01
201103 2.35 0.48 2.62 -1.22 3.59 0.01
201104 3.16 2.90 -0.32 -2.25 0.08 0.00
201105 -1.47 -1.27 -0.65 -2.21 -0.58 0.00
201106 -1.42 -1.75 -0.08 -0.42 1.76 0.00
201107 -3.96 -2.34 -1.40 -1.20 0.14 0.00
201108 -7.00 -6.00 -3.30 -1.56 -0.35 0.01
201109 -10.24 -7.60 -3.68 -1.06 -2.52 0.00
201110 14.82 11.34 3.58 -0.90 -1.45 0.00
201111 -0.75 -0.26 -0.26 -0.17 4.00 0.00
201112 1.23 0.74 -0.57 1.53 1.89 0.00
201201 7.32 5.06 2.52 -2.13 -7.95 0.00
201202 4.86 4.43 -1.65 0.04 -0.28 0.00
201203 0.90 3.11 -0.23 -0.07 1.46 0.00
201204 -2.09 -0.84 -0.61 -0.20 3.84 0.00
201205 -8.04 -6.20 -0.10 0.10 6.61 0.01
201206 2.10 3.88 0.82 0.46 -1.14 0.00
201207 0.18 0.79 -2.59 0.02 3.06 0.00
201208 4.37 2.56 0.72 0.59 -2.51 0.01
201209 2.07 2.74 0.49 1.57 -1.02 0.01
201210 -0.19 -1.75 -1.07 4.17 0.12 0.01
201211 3.34 0.77 0.67 -1.10 0.37 0.01
201212 2.47 1.18 1.66 3.28 -2.92 0.01
201301 6.85 5.58 0.49 1.35 -1.87 0.00
201302 1.53 1.28 -0.38 0.31 1.47 0.00
201303 4.44 4.03 0.84 -0.06 2.08 0.00
201304 -0.41 1.56 -2.43 0.36 0.34 0.00
201305 3.95 2.81 1.93 1.31 -1.89 0.00
201306 -1.05 -1.21 1.23 -0.45 0.65 0.00
201307 7.42 5.65 1.85 0.79 1.69 0.00
201308 -3.72 -2.69 0.28 -2.46 0.05 0.00
201309 6.07 3.76 2.85 -1.51 3.01 0.00
201310 -1.59 4.17 -1.52 1.39 0.11 0.00

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