+302.1%
WDAY vs EWJ
+254.5%
+47.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | -4.4% | +2.5% | -6.9% | -6.1% |
| 30D | +14.7% | +3.3% | +11.5% | +12.1% |
| 3M | +32.4% | +5.0% | +27.4% | +26.1% |
| 6M | +36.9% | +11.5% | +25.3% | +22.6% |
| YTD | -8.8% | +22.4% | -31.2% | -25.0% |
| 1Y | -15.3% | +30.2% | -45.5% | -34.0% |
| 3Y | -21.2% | +72.8% | -94.0% | -53.3% |
| 5Y | -29.5% | +54.1% | -83.6% | -53.9% |
| 10Y | +120.0% | +140.6% | -20.6% | +3.2% |
| All | +302.1% | +254.5% | +47.6% | +65.2% |
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