+25.2%
EWJ vs ARWR
+195.4%
-170.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.5% | -4.3% | +2.8% | -1.1% |
| 30D | +0.2% | -7.3% | +7.4% | +0.8% |
| 3M | +8.6% | +17.0% | -8.4% | +6.7% |
| 6M | +12.1% | +39.8% | -27.6% | +8.0% |
| YTD | +20.1% | +24.7% | -4.6% | +16.3% |
| 1Y | +25.2% | +186.5% | -161.3% | +6.9% |
| All | +25.2% | +195.4% | -170.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling