+141.9%
EWJ vs ARWR
+1,081.9%
-940.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.3% | -4.0% | +4.3% | +0.6% |
| 30D | +0.8% | -5.0% | +5.8% | +1.1% |
| 3M | +7.5% | +11.3% | -3.8% | +6.4% |
| 6M | +15.6% | +42.6% | -27.0% | +12.2% |
| YTD | +22.7% | +24.8% | -2.1% | +20.0% |
| 1Y | +26.4% | +178.8% | -152.4% | +16.0% |
| 3Y | +72.5% | +183.3% | -110.8% | +53.0% |
| 5Y | +52.4% | +29.5% | +23.0% | +38.8% |
| All | +141.9% | +1,081.9% | -940.0% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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