-18.1%
WDAY vs EWJ
+26.9%
-45.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +1.0% |
| 7D | -5.2% | +0.3% | -5.4% | -5.1% |
| 30D | +5.9% | +0.8% | +5.2% | +6.1% |
| 3M | +42.3% | +7.5% | +34.8% | +46.3% |
| 6M | +34.7% | +15.6% | +19.1% | +40.1% |
| YTD | -13.5% | +22.7% | -36.3% | -13.9% |
| 1Y | -18.1% | +26.4% | -44.5% | -20.0% |
| All | -18.1% | +26.9% | -45.0% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling