+140.0%
EWJ vs WST
+325.7%
-185.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | +1.0% | -4.3% | +5.3% | +1.6% |
| 3M | +7.2% | +0.7% | +6.5% | +7.0% |
| 6M | +13.9% | +36.0% | -22.1% | +8.4% |
| YTD | +20.8% | +22.7% | -2.0% | +16.5% |
| 1Y | +26.4% | +34.1% | -7.7% | +20.0% |
| 3Y | +71.8% | -13.6% | +85.3% | +68.5% |
| 5Y | +49.9% | -26.0% | +75.9% | +48.0% |
| 10Y | +140.0% | +335.8% | -195.8% | +64.1% |
| All | +140.0% | +325.7% | -185.7% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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