+50.4%
EWJ vs WAB
+221.8%
-171.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.8% | -4.1% | +4.9% | +2.3% |
| 3M | +7.5% | +8.2% | -0.7% | +3.8% |
| 6M | +15.6% | +15.4% | +0.2% | +8.7% |
| YTD | +22.7% | +33.1% | -10.4% | +9.4% |
| 1Y | +26.4% | +48.1% | -21.6% | +8.1% |
| 3Y | +72.5% | +167.7% | -95.2% | +17.5% |
| All | +50.4% | +221.8% | -171.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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