+548.2%
DIS vs EWJ
+156.6%
+391.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -2.6% | +2.5% | -5.1% | -4.0% |
| 30D | +3.5% | +3.3% | +0.2% | +1.4% |
| 3M | +6.8% | +5.0% | +1.8% | +3.0% |
| 6M | +3.0% | +11.5% | -8.6% | -4.5% |
| YTD | -6.7% | +22.4% | -29.1% | -18.3% |
| 1Y | -10.1% | +30.2% | -40.3% | -24.2% |
| 3Y | +33.0% | +72.8% | -39.8% | -6.4% |
| 5Y | -40.0% | +54.1% | -94.1% | -54.7% |
| 10Y | +21.1% | +140.6% | -119.6% | -28.6% |
| All | +548.2% | +156.6% | +391.6% | +194.8% |
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