+313.2%
WMB vs EWJ
+138.2%
+174.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.7% |
| 30D | +4.6% | +1.0% | +3.6% | +3.7% |
| 3M | +5.7% | +7.2% | -1.5% | -0.1% |
| 6M | +4.2% | +13.9% | -9.7% | -6.5% |
| YTD | +26.8% | +20.8% | +6.1% | +8.2% |
| 1Y | +34.7% | +26.4% | +8.3% | +10.7% |
| 3Y | +146.8% | +71.8% | +75.0% | +53.1% |
| 5Y | +285.0% | +49.9% | +235.1% | +169.2% |
| 10Y | +313.2% | +140.0% | +173.2% | +81.6% |
| All | +313.2% | +138.2% | +174.9% | +81.6% |
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