-33.5%
WDAY vs EWJ
+47.4%
-80.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +1.8% | +4.0% | -2.1% | -0.3% |
| 30D | +4.1% | -4.3% | +8.3% | +6.3% |
| 3M | -4.8% | -6.8% | +2.0% | -1.5% |
| 6M | +68.6% | -0.9% | +69.5% | +66.6% |
| YTD | -8.5% | +14.3% | -22.8% | -20.6% |
| 1Y | -12.1% | +15.3% | -27.4% | -24.5% |
| 3Y | -13.2% | +65.6% | -78.8% | -50.5% |
| All | -33.5% | +47.4% | -80.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling