+328.7%
WM vs EWJ
+126.6%
+202.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +13.3% | -6.5% | +19.8% | +15.7% |
| 3M | +4.4% | -5.6% | +10.0% | +6.1% |
| 6M | +10.8% | -0.3% | +11.1% | +9.7% |
| YTD | +9.1% | +13.9% | -4.8% | +1.2% |
| 1Y | +19.1% | +14.6% | +4.6% | +10.2% |
| 3Y | +45.7% | +66.6% | -21.0% | +9.5% |
| 5Y | +60.4% | +47.7% | +12.8% | +28.4% |
| 10Y | +328.7% | +126.0% | +202.7% | +166.2% |
| All | +328.7% | +126.6% | +202.1% | +166.2% |
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