+18.2%
EWJ vs WY
+0.3%
+17.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.3% | +0.9% |
| 7D | -1.2% | +13.3% | -14.5% | -2.3% |
| 30D | -5.5% | +17.6% | -23.1% | -6.9% |
| 3M | -0.8% | -15.0% | +14.2% | +1.3% |
| 6M | +7.1% | -5.9% | +13.0% | +7.4% |
| YTD | +16.9% | -5.7% | +22.6% | +17.3% |
| 1Y | +18.2% | -0.2% | +18.4% | +18.5% |
| All | +18.2% | +0.3% | +17.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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