+243.7%
EWJ vs WPM
+5,972.6%
-5,728.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.9% | +7.0% | -4.1% | +2.0% |
| 30D | +1.1% | +15.7% | -14.6% | -1.0% |
| 3M | +7.1% | +35.2% | -28.1% | +2.7% |
| 6M | +16.2% | +6.1% | +10.1% | +14.6% |
| YTD | +22.0% | +32.6% | -10.6% | +16.6% |
| 1Y | +26.2% | +46.9% | -20.7% | +18.7% |
| 3Y | +73.5% | +276.3% | -202.8% | +43.5% |
| 5Y | +52.7% | +260.0% | -207.3% | +25.7% |
| 10Y | +138.5% | +508.5% | -370.0% | +76.8% |
| All | +243.7% | +5,972.6% | -5,728.9% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling