+66.3%
EWJ vs WST
+23.2%
+43.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.9% | +1.0% | -2.9% | -1.9% |
| 30D | -5.3% | +12.3% | -17.7% | -6.0% |
| 3M | -4.3% | +17.5% | -21.8% | -5.3% |
| 6M | +0.4% | +28.2% | -27.8% | -1.3% |
| YTD | +14.7% | +50.4% | -35.7% | +11.2% |
| 1Y | +14.7% | +49.3% | -34.6% | +11.2% |
| All | +66.3% | +23.2% | +43.1% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling