+152.4%
EWJ vs WU
-21.6%
+174.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +1.1% | -1.1% | +2.2% | +1.3% |
| 3M | +7.1% | -1.8% | +8.9% | +6.1% |
| 6M | +16.2% | -23.9% | +40.1% | +24.2% |
| YTD | +22.0% | -20.4% | +42.4% | +28.3% |
| 1Y | +26.2% | -10.6% | +36.8% | +27.0% |
| 3Y | +73.5% | -27.7% | +101.2% | +83.2% |
| 5Y | +52.7% | -51.1% | +103.8% | +79.0% |
| 10Y | +138.5% | -40.7% | +179.2% | +149.6% |
| All | +152.4% | -21.6% | +174.0% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling