+217.2%
EWJ vs WCC
+1,758.7%
-1,541.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | +2.9% | +8.5% | -5.6% | +1.4% |
| 30D | +1.1% | -1.0% | +2.1% | +1.2% |
| 3M | +7.1% | +2.1% | +5.0% | +6.4% |
| 6M | +16.2% | +36.8% | -20.6% | +9.2% |
| YTD | +22.0% | +47.7% | -25.7% | +12.9% |
| 1Y | +26.2% | +66.5% | -40.3% | +14.0% |
| 3Y | +73.5% | +134.2% | -60.7% | +43.1% |
| 5Y | +52.7% | +231.6% | -178.9% | +15.0% |
| 10Y | +138.5% | +508.1% | -369.6% | +49.5% |
| All | +217.2% | +1,758.7% | -1,541.5% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling