+6,647.7%
WELL vs EWJ
+156.6%
+6,491.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -0.8% | +2.5% | -3.3% | -1.8% |
| 30D | -0.1% | +3.3% | -3.4% | -1.4% |
| 3M | +18.0% | +5.0% | +13.1% | +15.0% |
| 6M | +15.0% | +11.5% | +3.5% | +9.1% |
| YTD | +28.6% | +22.4% | +6.2% | +17.2% |
| 1Y | +42.9% | +30.2% | +12.7% | +26.7% |
| 3Y | +203.0% | +72.8% | +130.2% | +135.6% |
| 5Y | +206.9% | +54.1% | +152.7% | +149.1% |
| 10Y | +339.5% | +140.6% | +198.9% | +204.3% |
| All | +6,647.7% | +156.6% | +6,491.1% | +3,919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling