+763.7%
WULF vs EWJ
+153.3%
+610.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | +15.6% | +1.0% | +14.6% | +15.3% |
| 30D | +5.7% | +1.0% | +4.8% | +5.5% |
| 3M | -32.3% | +7.2% | -39.5% | -33.5% |
| 6M | +23.7% | +13.9% | +9.8% | +19.9% |
| YTD | +49.1% | +20.8% | +28.3% | +42.7% |
| 1Y | +66.3% | +26.4% | +39.9% | +57.2% |
| 3Y | +851.7% | +71.8% | +779.9% | +740.8% |
| 5Y | -30.9% | +49.9% | -80.8% | -37.1% |
| 10Y | +86.9% | +140.0% | -53.1% | +59.8% |
| All | +763.7% | +153.3% | +610.4% | +624.7% |
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