+417.4%
WDC vs EWJ
+31.1%
+386.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.2% |
| 7D | +1.7% | +2.5% | -0.8% | -2.8% |
| 30D | -10.0% | +3.3% | -13.2% | -15.0% |
| 3M | -18.8% | +5.0% | -23.7% | -23.7% |
| 6M | +79.0% | +11.5% | +67.5% | +55.3% |
| YTD | +171.6% | +22.4% | +149.2% | +113.7% |
| 1Y | +417.4% | +30.2% | +387.2% | +295.3% |
| All | +417.4% | +31.1% | +386.2% | +295.3% |
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