+47.0%
EWJ vs WEC
+55.1%
-8.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | -6.0% | +11.0% | -17.0% | -7.5% |
| 3M | -6.5% | +8.6% | -15.1% | -7.7% |
| 6M | -0.1% | +6.2% | -6.3% | -1.2% |
| YTD | +13.9% | +14.3% | -0.4% | +11.1% |
| 1Y | +13.1% | +8.4% | +4.7% | +11.4% |
| 3Y | +65.0% | +62.9% | +2.2% | +49.9% |
| 5Y | +47.0% | +55.8% | -8.8% | +33.1% |
| All | +47.0% | +55.1% | -8.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling