+112.2%
WDAY vs EWJ
+144.4%
-32.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.4% |
| 7D | -5.2% | +0.3% | -5.4% | -5.4% |
| 30D | +5.9% | +0.8% | +5.2% | +5.3% |
| 3M | +42.3% | +7.5% | +34.8% | +32.5% |
| 6M | +34.7% | +15.6% | +19.1% | +15.9% |
| YTD | -13.5% | +22.7% | -36.3% | -30.7% |
| 1Y | -18.1% | +26.4% | -44.5% | -36.4% |
| 3Y | -26.4% | +72.5% | -98.9% | -59.9% |
| 5Y | -30.6% | +52.4% | -83.0% | -57.1% |
| All | +112.2% | +144.4% | -32.2% | -22.5% |
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