+141.9%
EWJ vs AWK
+132.0%
+9.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | +0.8% | +2.1% | -1.3% | +0.4% |
| 3M | +7.5% | +11.4% | -3.9% | +5.1% |
| 6M | +15.6% | +3.9% | +11.7% | +14.3% |
| YTD | +22.7% | +7.7% | +15.0% | +20.3% |
| 1Y | +26.4% | +1.3% | +25.1% | +25.3% |
| 3Y | +72.5% | +7.2% | +65.4% | +66.4% |
| 5Y | +52.4% | -17.0% | +69.5% | +55.1% |
| All | +141.9% | +132.0% | +9.9% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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