+59.7%
WM vs EWJ
+41.8%
+18.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | -5.0% | +6.2% | +1.7% |
| 30D | +13.1% | -10.2% | +23.3% | +14.4% |
| 3M | +3.6% | -7.2% | +10.9% | +4.4% |
| 6M | +8.1% | -3.2% | +11.3% | +7.9% |
| YTD | +8.9% | +9.9% | -1.0% | +5.3% |
| 1Y | +20.3% | +11.0% | +9.4% | +16.0% |
| 3Y | +46.2% | +57.3% | -11.2% | +25.9% |
| All | +59.7% | +41.8% | +18.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling