+125.9%
EWJ vs WCC
+431.3%
-305.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +4.0% | +9.9% | -6.0% | +2.0% |
| 30D | -4.3% | -8.4% | +4.2% | -2.9% |
| 3M | -6.8% | -10.3% | +3.5% | -5.3% |
| 6M | -0.9% | -10.5% | +9.6% | +0.4% |
| YTD | +14.3% | +32.2% | -17.9% | +6.8% |
| 1Y | +15.3% | +25.5% | -10.2% | +8.7% |
| 3Y | +65.6% | +134.7% | -69.1% | +33.9% |
| 5Y | +47.5% | +139.9% | -92.5% | +14.5% |
| All | +125.9% | +431.3% | -305.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling