+52.7%
EWJ vs ARWR
+29.5%
+23.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +2.9% | +2.9% | 0.0% | +2.6% |
| 30D | +1.1% | -2.9% | +4.0% | +1.4% |
| 3M | +7.1% | +15.2% | -8.1% | +5.2% |
| 6M | +16.2% | +42.3% | -26.1% | +11.3% |
| YTD | +22.0% | +28.2% | -6.2% | +17.8% |
| 1Y | +26.2% | +213.2% | -187.0% | +9.9% |
| 3Y | +73.5% | +184.6% | -111.2% | +44.5% |
| 5Y | +52.7% | +29.2% | +23.4% | +31.8% |
| All | +52.7% | +29.5% | +23.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling