+1,622.6%
WMB vs EWJ
+156.6%
+1,466.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.6% | +2.5% | -1.9% | -1.1% |
| 30D | +3.3% | +3.3% | 0.0% | +0.9% |
| 3M | +3.1% | +5.0% | -1.8% | -0.9% |
| 6M | -0.7% | +11.5% | -12.2% | -8.8% |
| YTD | +25.2% | +22.4% | +2.8% | +7.7% |
| 1Y | +32.9% | +30.2% | +2.7% | +9.6% |
| 3Y | +140.6% | +72.8% | +67.7% | +61.6% |
| 5Y | +273.5% | +54.1% | +219.3% | +167.9% |
| 10Y | +334.2% | +140.6% | +193.6% | +136.5% |
| All | +1,622.6% | +156.6% | +1,466.0% | +685.0% |
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