+285.3%
WMB vs EWJ
+51.7%
+233.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.8% | +2.9% | -2.1% | -0.3% |
| 30D | +7.7% | +1.1% | +6.6% | +7.2% |
| 3M | +6.7% | +7.1% | -0.4% | +3.3% |
| 6M | +3.6% | +16.2% | -12.6% | -3.6% |
| YTD | +28.0% | +22.0% | +6.0% | +15.8% |
| 1Y | +37.6% | +26.2% | +11.4% | +22.3% |
| 3Y | +149.0% | +73.5% | +75.6% | +84.4% |
| 5Y | +285.3% | +52.7% | +232.6% | +182.6% |
| All | +285.3% | +51.7% | +233.6% | +182.6% |
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 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