+154.7%
EWJ vs WSM
+15,994.1%
-15,839.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.9% | +2.6% | +0.3% | +2.5% |
| 30D | +1.1% | -9.5% | +10.6% | +2.7% |
| 3M | +7.1% | +12.9% | -5.8% | +4.9% |
| 6M | +16.2% | +23.0% | -6.9% | +12.1% |
| YTD | +22.0% | +28.9% | -6.9% | +16.6% |
| 1Y | +26.2% | +13.7% | +12.5% | +22.9% |
| 3Y | +73.5% | +232.6% | -159.2% | +38.1% |
| 5Y | +52.7% | +185.9% | -133.2% | +21.1% |
| 10Y | +138.5% | +998.6% | -860.1% | +42.8% |
| All | +154.7% | +15,994.1% | -15,839.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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