+11.4%
WBD vs EWJ
+144.4%
-133.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -2.5% |
| 7D | -0.7% | +0.3% | -1.0% | -1.1% |
| 30D | +1.4% | +0.8% | +0.6% | +0.5% |
| 3M | +4.4% | +7.5% | -3.1% | -3.3% |
| 6M | +0.8% | +15.6% | -14.8% | -13.6% |
| YTD | -2.7% | +22.7% | -25.4% | -22.2% |
| 1Y | +73.4% | +26.4% | +47.0% | +33.8% |
| 3Y | +142.1% | +72.5% | +69.6% | +37.8% |
| 5Y | +7.2% | +52.4% | -45.2% | -32.4% |
| All | +11.4% | +144.4% | -133.1% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling