+1,526.9%
WM vs EWJ
+156.6%
+1,370.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -1.1% |
| 30D | -2.4% | +3.3% | -5.7% | -3.4% |
| 3M | +0.4% | +5.0% | -4.6% | -1.7% |
| 6M | -9.5% | +11.5% | -21.0% | -13.5% |
| YTD | +0.5% | +22.4% | -21.9% | -7.0% |
| 1Y | -1.1% | +30.2% | -31.3% | -10.6% |
| 3Y | +46.0% | +72.8% | -26.8% | +18.5% |
| 5Y | +51.8% | +54.1% | -2.3% | +27.2% |
| 10Y | +307.5% | +140.6% | +166.9% | +193.5% |
| All | +1,526.9% | +156.6% | +1,370.2% | +896.8% |
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