+26.4%
EWJ vs WWD
+41.6%
-15.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +0.8% | -6.9% | +7.7% | +2.2% |
| 3M | +7.5% | -13.0% | +20.5% | +10.3% |
| 6M | +15.6% | -12.5% | +28.0% | +17.5% |
| YTD | +22.7% | +11.8% | +10.9% | +20.8% |
| 1Y | +26.4% | +41.1% | -14.6% | +20.0% |
| All | +26.4% | +41.6% | -15.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling