+284.6%
EWJ vs WCN
+6,687.0%
-6,402.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +1.0% | -3.0% | +4.0% | +1.5% |
| 3M | +7.2% | +2.5% | +4.7% | +6.5% |
| 6M | +13.9% | -5.7% | +19.6% | +14.6% |
| YTD | +20.8% | -7.4% | +28.2% | +21.8% |
| 1Y | +26.4% | -8.6% | +35.0% | +27.6% |
| 3Y | +71.8% | +19.4% | +52.4% | +64.6% |
| 5Y | +49.9% | +27.2% | +22.7% | +41.4% |
| 10Y | +140.0% | +238.5% | -98.5% | +91.1% |
| All | +284.6% | +6,687.0% | -6,402.4% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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