+47.6%
EWJ vs WWD
+187.3%
-139.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +4.0% | +4.0% | 0.0% | +3.0% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | -6.8% | -7.9% | +1.1% | -5.1% |
| 6M | -0.9% | -10.6% | +9.7% | +1.2% |
| YTD | +14.3% | +9.4% | +4.9% | +10.4% |
| 1Y | +15.3% | +25.7% | -10.4% | +7.2% |
| 3Y | +65.6% | +148.5% | -82.9% | +25.9% |
| All | +47.6% | +187.3% | -139.7% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling