+1,188.5%
WDC vs EWJ
+144.4%
+1,044.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -6.2% |
| 7D | -4.3% | +0.3% | -4.6% | -4.9% |
| 30D | -1.5% | +0.8% | -2.3% | -2.7% |
| 3M | -15.5% | +7.5% | -23.0% | -22.3% |
| 6M | +66.5% | +15.6% | +50.9% | +40.4% |
| YTD | +159.9% | +22.7% | +137.1% | +102.2% |
| 1Y | +366.0% | +26.4% | +339.5% | +247.5% |
| 3Y | +1,285.8% | +72.5% | +1,213.3% | +557.1% |
| 5Y | +925.6% | +52.4% | +873.1% | +491.7% |
| All | +1,188.5% | +144.4% | +1,044.1% | +299.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling