+141.9%
EWJ vs WPM
+558.4%
-416.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +0.3% | -0.6% | +0.8% | +0.4% |
| 30D | +0.8% | +14.4% | -13.6% | -1.2% |
| 3M | +7.5% | +37.0% | -29.5% | +2.8% |
| 6M | +15.6% | +4.1% | +11.5% | +14.0% |
| YTD | +22.7% | +31.7% | -9.0% | +17.5% |
| 1Y | +26.4% | +44.2% | -17.8% | +19.4% |
| 3Y | +72.5% | +265.5% | -193.0% | +45.8% |
| 5Y | +52.4% | +262.5% | -210.0% | +27.5% |
| All | +141.9% | +558.4% | -416.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling