+155.6%
EWJ vs ARWR
-75.0%
+230.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.5% | +1.7% | +0.8% | +2.5% |
| 30D | +3.3% | -0.7% | +3.9% | +3.3% |
| 3M | +5.0% | +14.9% | -9.9% | +4.9% |
| 6M | +11.5% | +32.6% | -21.1% | +11.3% |
| YTD | +22.4% | +30.0% | -7.7% | +22.2% |
| 1Y | +30.2% | +208.4% | -178.2% | +29.3% |
| 3Y | +72.8% | +208.8% | -136.0% | +71.3% |
| 5Y | +54.1% | +27.8% | +26.3% | +53.1% |
| 10Y | +140.6% | +1,107.6% | -966.9% | +136.2% |
| All | +155.6% | -75.0% | +230.6% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling