-13.2%
WDAY vs EWJ
+66.4%
-79.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +1.8% | +4.0% | -2.1% | +1.2% |
| 30D | +4.1% | -4.3% | +8.3% | +4.8% |
| 3M | -4.8% | -6.8% | +2.0% | -3.8% |
| 6M | +68.6% | -0.9% | +69.5% | +68.2% |
| YTD | -8.5% | +14.3% | -22.8% | -15.0% |
| 1Y | -12.1% | +15.3% | -27.4% | -18.8% |
| 3Y | -13.2% | +65.6% | -78.8% | -35.1% |
| All | -13.2% | +66.4% | -79.6% | -35.1% |
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