+138.5%
EWJ vs ACWI
+226.0%
-87.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.0% |
| 30D | +1.1% | -0.2% | +1.3% | +1.3% |
| 3M | +7.1% | +4.7% | +2.4% | +3.4% |
| 6M | +16.2% | +14.5% | +1.7% | +4.5% |
| YTD | +22.0% | +14.6% | +7.4% | +9.7% |
| 1Y | +26.2% | +21.4% | +4.8% | +8.4% |
| 3Y | +73.5% | +77.6% | -4.1% | +11.3% |
| 5Y | +52.7% | +68.1% | -15.4% | +1.6% |
| 10Y | +138.5% | +226.1% | -87.6% | -5.8% |
| All | +138.5% | +226.0% | -87.5% | -5.8% |
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