+52.7%
EWJ vs WST
-25.8%
+78.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +1.1% | -4.6% | +5.7% | +1.6% |
| 3M | +7.1% | +5.7% | +1.4% | +6.3% |
| 6M | +16.2% | +37.6% | -21.4% | +11.5% |
| YTD | +22.0% | +23.0% | -1.1% | +18.5% |
| 1Y | +26.2% | +33.8% | -7.6% | +21.1% |
| 3Y | +73.5% | -13.4% | +86.8% | +70.9% |
| 5Y | +52.7% | -27.0% | +79.6% | +48.6% |
| All | +52.7% | -25.8% | +78.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling