+154.7%
EWJ vs WEC
+2,177.9%
-2,023.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | +1.1% | +0.3% | +0.8% | +0.9% |
| 3M | +7.1% | -2.9% | +10.0% | +7.8% |
| 6M | +16.2% | -5.9% | +22.1% | +17.9% |
| YTD | +22.0% | +4.1% | +17.8% | +20.0% |
| 1Y | +26.2% | +3.1% | +23.1% | +24.4% |
| 3Y | +73.5% | +40.8% | +32.7% | +53.8% |
| 5Y | +52.7% | +31.7% | +21.0% | +36.4% |
| 10Y | +138.5% | +141.1% | -2.6% | +64.5% |
| All | +154.7% | +2,177.9% | -2,023.2% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling