+443.3%
WELL vs EWJ
+125.7%
+317.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +0.1% | +3.6% | -3.5% | -2.1% |
| 30D | +6.8% | -6.0% | +12.8% | +10.6% |
| 3M | +6.7% | -6.5% | +13.2% | +10.6% |
| 6M | +13.8% | -0.1% | +13.9% | +11.9% |
| YTD | +33.8% | +13.9% | +19.9% | +19.0% |
| 1Y | +29.6% | +13.1% | +16.5% | +15.6% |
| 3Y | +203.1% | +65.0% | +138.1% | +92.8% |
| 5Y | +223.8% | +47.0% | +176.8% | +128.0% |
| All | +443.3% | +125.7% | +317.7% | +158.4% |
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