+138.6%
EWJ vs ARWR
-86.2%
+224.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +4.0% | -17.8% | +21.8% | +4.1% |
| 30D | -4.3% | -18.1% | +13.9% | -4.2% |
| 3M | -6.8% | -44.2% | +37.4% | -6.5% |
| 6M | -0.9% | -38.6% | +37.8% | -0.7% |
| YTD | +14.3% | -28.0% | +42.3% | +14.4% |
| 1Y | +15.3% | +16.1% | -0.8% | +15.1% |
| 3Y | +65.6% | +84.0% | -18.4% | +64.6% |
| 5Y | +47.5% | -35.4% | +82.8% | +47.0% |
| 10Y | +126.2% | +1,043.1% | -916.9% | +122.5% |
| All | +138.6% | -86.2% | +224.8% | +130.8% |
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 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