+154.7%
EWJ vs WWD
+13,750.2%
-13,595.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +1.1% | -6.4% | +7.5% | +2.5% |
| 3M | +7.1% | -5.6% | +12.7% | +8.0% |
| 6M | +16.2% | -9.1% | +25.3% | +17.9% |
| YTD | +22.0% | +12.5% | +9.5% | +17.9% |
| 1Y | +26.2% | +41.3% | -15.1% | +15.8% |
| 3Y | +73.5% | +170.2% | -96.8% | +36.6% |
| 5Y | +52.7% | +192.5% | -139.8% | +16.5% |
| 10Y | +138.5% | +476.9% | -338.4% | +49.0% |
| All | +154.7% | +13,750.2% | -13,595.4% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling