+145.0%
WFC vs EWJ
+144.4%
+0.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -1.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.1% |
| 30D | +1.5% | +0.8% | +0.7% | +0.7% |
| 3M | +10.2% | +7.5% | +2.7% | +2.3% |
| 6M | +18.8% | +15.6% | +3.2% | +2.0% |
| YTD | -1.5% | +22.7% | -24.3% | -20.8% |
| 1Y | +13.5% | +26.4% | -12.9% | -11.5% |
| 3Y | +135.0% | +72.5% | +62.4% | +28.4% |
| 5Y | +130.1% | +52.4% | +77.6% | +45.5% |
| All | +145.0% | +144.4% | +0.5% | -4.6% |
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