+218.3%
EWJ vs WCC
+1,713.7%
-1,495.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.3% |
| 7D | +2.5% | +4.5% | -2.0% | +1.7% |
| 30D | +3.3% | -5.8% | +9.1% | +4.3% |
| 3M | +5.0% | -3.7% | +8.6% | +5.4% |
| 6M | +11.5% | +23.1% | -11.5% | +6.8% |
| YTD | +22.4% | +44.2% | -21.8% | +13.7% |
| 1Y | +30.2% | +62.1% | -31.9% | +18.1% |
| 3Y | +72.8% | +121.1% | -48.3% | +44.0% |
| 5Y | +54.1% | +214.0% | -159.8% | +17.2% |
| 10Y | +140.6% | +472.8% | -332.2% | +52.4% |
| All | +218.3% | +1,713.7% | -1,495.5% | +38.0% |
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