+4,091.8%
WMT vs EWJ
+155.8%
+3,936.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.1% | +2.9% | -2.8% | -0.8% |
| 30D | -5.0% | +1.1% | -6.1% | -5.3% |
| 3M | -11.3% | +7.1% | -18.4% | -13.6% |
| 6M | -13.8% | +16.2% | -30.0% | -18.5% |
| YTD | -4.2% | +22.0% | -26.2% | -11.0% |
| 1Y | +4.6% | +26.2% | -21.6% | -4.1% |
| 3Y | +100.5% | +73.5% | +27.0% | +63.6% |
| 5Y | +129.7% | +52.7% | +77.0% | +94.2% |
| 10Y | +423.4% | +138.5% | +284.9% | +278.1% |
| All | +4,091.8% | +155.8% | +3,936.0% | +2,377.2% |
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 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