+6,908.7%
WELL vs EWJ
+139.6%
+6,769.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.1% | +4.0% | -3.8% | -1.5% |
| 30D | +5.7% | -4.3% | +9.9% | +7.3% |
| 3M | +4.6% | -6.8% | +11.4% | +7.3% |
| 6M | +11.9% | -0.9% | +12.7% | +11.2% |
| YTD | +33.6% | +14.3% | +19.3% | +24.8% |
| 1Y | +29.8% | +15.3% | +14.5% | +20.7% |
| 3Y | +202.2% | +65.6% | +136.5% | +138.3% |
| 5Y | +223.2% | +47.5% | +175.8% | +166.7% |
| 10Y | +461.7% | +126.2% | +335.5% | +297.7% |
| All | +6,908.7% | +139.6% | +6,769.1% | +4,180.9% |
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