+15.3%
EWJ vs WAT
+20.2%
-4.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | -4.3% | +5.4% | -9.7% | -4.9% |
| 3M | -6.8% | +11.3% | -18.1% | -8.3% |
| 6M | -0.9% | +37.4% | -38.3% | -5.3% |
| YTD | +14.3% | +21.2% | -6.9% | +7.8% |
| 1Y | +15.3% | +21.3% | -6.0% | +8.7% |
| All | +15.3% | +20.2% | -4.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling