+303.5%
WDAY vs EWJ
+231.0%
+72.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | +1.8% | +4.0% | -2.1% | -1.0% |
| 30D | +4.1% | -4.3% | +8.3% | +6.9% |
| 3M | -4.8% | -6.8% | +2.0% | -0.6% |
| 6M | +68.6% | -0.9% | +69.5% | +66.0% |
| YTD | -8.5% | +14.3% | -22.8% | -21.4% |
| 1Y | -12.1% | +15.3% | -27.4% | -25.2% |
| 3Y | -13.2% | +65.6% | -78.8% | -47.4% |
| 5Y | -33.7% | +47.5% | -81.2% | -55.6% |
| 10Y | +137.4% | +126.2% | +11.2% | +15.7% |
| All | +303.5% | +231.0% | +72.5% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling