+2,151.0%
WFC vs EWJ
+156.6%
+1,994.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +3.8% | +2.5% | +1.3% | +2.1% |
| 30D | +1.5% | +3.3% | -1.8% | -0.8% |
| 3M | +10.9% | +5.0% | +5.9% | +6.6% |
| 6M | +8.4% | +11.5% | -3.1% | -0.3% |
| YTD | -1.9% | +22.4% | -24.3% | -15.5% |
| 1Y | +12.3% | +30.2% | -17.9% | -7.3% |
| 3Y | +132.3% | +72.8% | +59.5% | +56.8% |
| 5Y | +130.1% | +54.1% | +75.9% | +67.8% |
| 10Y | +134.4% | +140.6% | -6.2% | +32.4% |
| All | +2,151.0% | +156.6% | +1,994.3% | +966.2% |
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