+155.6%
EWJ vs WAT
+6,794.8%
-6,639.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | +3.3% | +2.3% | +0.9% | +2.8% |
| 3M | +5.0% | +8.7% | -3.8% | +3.2% |
| 6M | +11.5% | +28.3% | -16.8% | +5.7% |
| YTD | +22.4% | +7.8% | +14.6% | +19.5% |
| 1Y | +30.2% | +36.6% | -6.4% | +21.2% |
| 3Y | +72.8% | +45.7% | +27.1% | +55.6% |
| 5Y | +54.1% | -3.3% | +57.4% | +48.3% |
| 10Y | +140.6% | +162.1% | -21.5% | +87.7% |
| All | +155.6% | +6,794.8% | -6,639.2% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling