+283.3%
WMB vs EWJ
+125.7%
+157.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +8.1% | +3.6% | +4.4% | +5.5% |
| 30D | -6.9% | -6.0% | -0.9% | -3.0% |
| 3M | -5.1% | -6.5% | +1.4% | -1.1% |
| 6M | -5.7% | -0.1% | -5.6% | -6.9% |
| YTD | +18.1% | +13.9% | +4.2% | +4.6% |
| 1Y | +18.4% | +13.1% | +5.3% | +5.4% |
| 3Y | +122.7% | +65.0% | +57.7% | +41.2% |
| 5Y | +202.0% | +47.0% | +155.0% | +111.2% |
| All | +283.3% | +125.7% | +157.6% | +82.2% |
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