+113.2%
WDC vs EWJ
+18.0%
+95.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.1% | -9.4% |
| 7D | -18.3% | -1.2% | -17.1% | -16.4% |
| 30D | -26.7% | -5.5% | -21.2% | -18.2% |
| 3M | -40.9% | -0.8% | -40.2% | -40.5% |
| 6M | -26.8% | +7.1% | -33.8% | -32.6% |
| YTD | +88.2% | +16.9% | +71.3% | +45.9% |
| 1Y | +113.2% | +18.2% | +95.0% | +62.2% |
| All | +113.2% | +18.0% | +95.2% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling