+26.4%
EWJ vs WST
+35.4%
-8.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.3% | +1.8% | -1.6% | +0.1% |
| 30D | +0.8% | -1.7% | +2.5% | +0.9% |
| 3M | +7.5% | +4.9% | +2.6% | +6.8% |
| 6M | +15.6% | +45.5% | -29.9% | +9.6% |
| YTD | +22.7% | +26.1% | -3.4% | +17.2% |
| 1Y | +26.4% | +31.7% | -5.3% | +19.4% |
| All | +26.4% | +35.4% | -8.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling