+50.0%
EWJ vs WAT
-4.5%
+54.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +1.0% | -1.7% | +2.7% | +1.3% |
| 3M | +7.2% | +9.1% | -1.8% | +5.3% |
| 6M | +13.9% | +32.4% | -18.6% | +7.1% |
| YTD | +20.8% | +6.6% | +14.2% | +18.1% |
| 1Y | +26.4% | +34.7% | -8.3% | +17.3% |
| 3Y | +71.8% | +53.6% | +18.2% | +50.0% |
| All | +50.0% | -4.5% | +54.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling