+30.2%
EWJ vs WETO
-98.9%
+129.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -20.8% | +21.2% | +0.3% |
| 7D | +2.5% | -55.4% | +57.9% | +2.3% |
| 30D | +3.3% | -48.5% | +51.8% | +3.5% |
| 3M | +5.0% | -97.5% | +102.5% | +7.8% |
| 6M | +11.5% | -94.2% | +105.7% | +14.0% |
| YTD | +22.4% | -97.0% | +119.4% | +25.7% |
| 1Y | +30.2% | -98.9% | +129.1% | +33.4% |
| All | +30.2% | -98.9% | +129.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling