-31.1%
WDAY vs EWJ
+50.3%
-81.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -7.4% | +1.0% | -8.4% | -7.9% |
| 30D | +1.0% | +1.0% | 0.0% | +0.4% |
| 3M | +32.7% | +7.2% | +25.4% | +26.0% |
| 6M | +25.6% | +13.9% | +11.7% | +13.1% |
| YTD | -13.4% | +20.8% | -34.2% | -26.6% |
| 1Y | -19.4% | +26.4% | -45.7% | -34.5% |
| 3Y | -25.8% | +71.8% | -97.5% | -57.3% |
| 5Y | -31.1% | +49.9% | -81.0% | -59.0% |
| All | -31.1% | +50.3% | -81.4% | -59.0% |
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 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