+155.6%
EWJ vs WST
+8,645.6%
-8,490.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +3.3% | -3.1% | +6.4% | +4.0% |
| 3M | +5.0% | +7.2% | -2.2% | +3.1% |
| 6M | +11.5% | +36.8% | -25.3% | +3.3% |
| YTD | +22.4% | +23.8% | -1.5% | +15.7% |
| 1Y | +30.2% | +37.8% | -7.6% | +19.6% |
| 3Y | +72.8% | -15.9% | +88.7% | +67.8% |
| 5Y | +54.1% | -25.8% | +80.0% | +50.4% |
| 10Y | +140.6% | +319.6% | -179.0% | +39.5% |
| All | +155.6% | +8,645.6% | -8,490.1% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling