+69.8%
EWJ vs WU
-28.6%
+98.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.0% | -4.9% | +5.9% | +1.7% |
| 30D | +1.0% | -1.3% | +2.3% | +1.1% |
| 3M | +7.2% | -3.6% | +10.8% | +6.7% |
| 6M | +13.9% | -24.3% | +38.2% | +18.2% |
| YTD | +20.8% | -21.1% | +41.9% | +24.1% |
| 1Y | +26.4% | -10.3% | +36.7% | +26.0% |
| All | +69.8% | -28.6% | +98.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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