-26.2%
WDAY vs EWJ
+70.3%
-96.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -7.4% | +1.0% | -8.4% | -7.6% |
| 30D | +1.0% | +1.0% | 0.0% | +0.8% |
| 3M | +32.7% | +7.2% | +25.4% | +30.2% |
| 6M | +25.6% | +13.9% | +11.7% | +20.1% |
| YTD | -13.4% | +20.8% | -34.2% | -20.4% |
| 1Y | -19.4% | +26.4% | -45.7% | -27.7% |
| All | -26.2% | +70.3% | -96.5% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling