+306.4%
WM vs EWJ
+137.0%
+169.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -1.2% |
| 30D | -2.4% | +3.3% | -5.7% | -3.6% |
| 3M | +0.4% | +5.0% | -4.6% | -1.9% |
| 6M | -9.5% | +11.5% | -21.0% | -14.2% |
| YTD | +0.5% | +22.4% | -21.9% | -8.8% |
| 1Y | -1.1% | +30.2% | -31.3% | -13.0% |
| 3Y | +46.0% | +72.8% | -26.8% | +9.2% |
| 5Y | +51.8% | +54.1% | -2.3% | +20.8% |
| All | +306.4% | +137.0% | +169.5% | +142.2% |
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 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