+280.9%
WMB vs EWJ
+127.4%
+153.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.9% |
| 7D | +1.6% | -1.9% | +3.4% | +2.8% |
| 30D | -7.1% | -5.3% | -1.7% | -3.6% |
| 3M | -4.0% | -4.3% | +0.3% | -1.5% |
| 6M | -5.7% | +0.4% | -6.1% | -7.2% |
| YTD | +17.2% | +14.7% | +2.5% | +3.3% |
| 1Y | +17.2% | +14.7% | +2.5% | +3.2% |
| 3Y | +121.1% | +66.2% | +54.9% | +39.5% |
| 5Y | +197.2% | +50.2% | +147.0% | +103.7% |
| 10Y | +280.9% | +127.1% | +153.8% | +80.6% |
| All | +280.9% | +127.4% | +153.5% | +80.6% |
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