+69.8%
EWJ vs WCC
+129.2%
-59.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +1.0% | +6.8% | -5.8% | -0.4% |
| 30D | +1.0% | -3.0% | +4.0% | +1.5% |
| 3M | +7.2% | +0.2% | +7.0% | +6.7% |
| 6M | +13.9% | +33.2% | -19.3% | +6.5% |
| YTD | +20.8% | +45.8% | -25.0% | +10.7% |
| 1Y | +26.4% | +68.4% | -42.0% | +12.2% |
| All | +69.8% | +129.2% | -59.4% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling