+154.7%
EWJ vs WAB
+5,910.8%
-5,756.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | +1.1% | -2.4% | +3.5% | +1.7% |
| 3M | +7.1% | +9.7% | -2.6% | +4.4% |
| 6M | +16.2% | +16.5% | -0.3% | +11.6% |
| YTD | +22.0% | +33.7% | -11.7% | +13.3% |
| 1Y | +26.2% | +49.7% | -23.5% | +14.0% |
| 3Y | +73.5% | +170.9% | -97.5% | +35.3% |
| 5Y | +52.7% | +228.0% | -175.4% | +12.9% |
| 10Y | +138.5% | +284.8% | -146.3% | +59.7% |
| All | +154.7% | +5,910.8% | -5,756.0% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling