Regression from Apr 2007 - Oct 2013

Rm-Rf Alpha R2
1.17 2.11% 0.890
Standard error 0.0468 0.0024
t-statistics 24.95 0.73

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 Rf
200704 3.91 3.49 0.44
200705 4.43 3.24 0.41
200706 -1.90 -1.96 0.40
200707 -5.99 -3.74 0.40
200708 0.09 0.92 0.42
200709 1.39 3.23 0.32
200710 0.46 1.80 0.32
200711 -5.24 -4.82 0.34
200712 -1.23 -0.86 0.27
200801 -4.35 -6.35 0.21
200802 -2.09 -3.09 0.13
200803 -2.33 -0.94 0.17
200804 5.50 4.60 0.18
200805 4.09 1.86 0.18
200806 -7.82 -8.44 0.17
200807 -0.30 -0.77 0.15
200808 3.26 1.53 0.13
200809 -11.39 -9.24 0.15
200810 -19.51 -17.23 0.08
200811 -9.79 -7.86 0.03
200812 5.75 1.66 0.09
200901 -4.60 -8.12 0.00
200902 -13.22 -10.09 0.01
200903 8.23 8.95 0.02
200904 21.84 10.19 0.01
200905 4.85 5.21 0.00
200906 -1.20 0.43 0.01
200907 10.74 7.72 0.01
200908 3.88 3.32 0.01
200909 6.85 4.08 0.01
200910 -4.02 -2.59 0.00
200911 3.69 5.56 0.00
200912 8.62 2.75 0.01
201001 -3.06 -3.36 0.00
201002 3.71 3.40 0.00
201003 7.99 6.32 0.01
201004 3.71 2.00 0.00
201005 -6.17 -7.89 0.01
201006 -6.23 -5.56 0.01
201007 5.87 6.92 0.01
201008 -5.70 -4.77 0.01
201009 11.44 9.54 0.01
201010 3.83 3.88 0.01
201011 2.89 0.60 0.01
201012 6.68 6.82 0.01
201101 1.92 2.01 0.01
201102 4.43 3.49 0.01
201103 2.35 0.48 0.01
201104 3.16 2.90 0.00
201105 -1.47 -1.27 0.00
201106 -1.42 -1.75 0.00
201107 -3.96 -2.34 0.00
201108 -7.00 -6.00 0.01
201109 -10.24 -7.60 0.00
201110 14.82 11.34 0.00
201111 -0.75 -0.26 0.00
201112 1.23 0.74 0.00
201201 7.32 5.06 0.00
201202 4.86 4.43 0.00
201203 0.90 3.11 0.00
201204 -2.09 -0.84 0.00
201205 -8.04 -6.20 0.01
201206 2.10 3.88 0.00
201207 0.18 0.79 0.00
201208 4.37 2.56 0.01
201209 2.07 2.74 0.01
201210 -0.19 -1.75 0.01
201211 3.34 0.77 0.01
201212 2.47 1.18 0.01
201301 6.85 5.58 0.00
201302 1.53 1.28 0.00
201303 4.44 4.03 0.00
201304 -0.41 1.56 0.00
201305 3.95 2.81 0.00
201306 -1.05 -1.21 0.00
201307 7.42 5.65 0.00
201308 -3.72 -2.69 0.00
201309 6.07 3.76 0.00
201310 -1.59 4.17 0.00

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