+1,394.6%
WDC vs EWJ
+70.3%
+1,324.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +2.4% |
| 7D | +7.5% | +1.0% | +6.5% | +5.9% |
| 30D | +10.1% | +1.0% | +9.1% | +8.7% |
| 3M | -6.8% | +7.2% | -14.0% | -13.2% |
| 6M | +84.1% | +13.9% | +70.3% | +61.7% |
| YTD | +180.3% | +20.8% | +159.5% | +131.1% |
| 1Y | +411.1% | +26.4% | +384.7% | +300.7% |
| All | +1,394.6% | +70.3% | +1,324.3% | +725.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling