+126.0%
EWJ vs ACWI
+226.8%
-100.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -6.5% | -2.8% | -3.7% | -4.2% |
| 3M | -5.6% | -3.2% | -2.4% | -2.9% |
| 6M | -0.3% | +1.3% | -1.5% | -0.9% |
| YTD | +13.9% | +11.2% | +2.7% | +5.2% |
| 1Y | +14.6% | +13.8% | +0.8% | +3.9% |
| 3Y | +66.6% | +76.2% | -9.6% | +7.9% |
| 5Y | +47.7% | +59.5% | -11.8% | +2.6% |
| 10Y | +126.0% | +222.2% | -96.2% | -11.1% |
| All | +126.0% | +226.8% | -100.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling