+296.4%
WBD vs EWJ
+243.7%
+52.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -0.7% | +2.9% | -3.6% | -2.9% |
| 30D | +5.0% | +1.1% | +3.9% | +4.0% |
| 3M | +6.2% | +7.1% | -0.9% | -0.1% |
| 6M | +0.6% | +16.2% | -15.6% | -11.8% |
| YTD | -2.4% | +22.0% | -24.4% | -18.2% |
| 1Y | +127.7% | +26.2% | +101.5% | +85.5% |
| 3Y | +148.4% | +73.5% | +75.0% | +59.7% |
| 5Y | +4.2% | +52.7% | -48.5% | -25.6% |
| 10Y | +10.8% | +138.5% | -127.7% | -42.9% |
| All | +296.4% | +243.7% | +52.7% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling