+49.2%
EWJ vs WU
-51.6%
+100.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.5% | -5.0% | +3.5% | -0.6% |
| 30D | +0.2% | -2.3% | +2.4% | +0.5% |
| 3M | +8.6% | -3.2% | +11.8% | +8.1% |
| 6M | +12.1% | -25.0% | +37.2% | +17.2% |
| YTD | +20.1% | -21.7% | +41.8% | +24.2% |
| 1Y | +25.2% | -9.0% | +34.1% | +24.9% |
| 3Y | +70.8% | -28.9% | +99.6% | +77.0% |
| 5Y | +49.2% | -51.0% | +100.2% | +61.8% |
| All | +49.2% | -51.6% | +100.8% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling