+136.7%
EWJ vs BBWI
-57.7%
+194.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.5% | -8.0% | +6.5% | -0.6% |
| 30D | +0.2% | -6.6% | +6.8% | +0.7% |
| 3M | +8.6% | -2.7% | +11.3% | +8.4% |
| 6M | +12.1% | -12.8% | +24.9% | +12.8% |
| YTD | +20.1% | -10.5% | +30.6% | +20.1% |
| 1Y | +25.2% | -35.3% | +60.5% | +29.1% |
| 3Y | +70.8% | -47.7% | +118.5% | +76.4% |
| 5Y | +49.2% | -68.9% | +118.0% | +59.4% |
| All | +136.7% | -57.7% | +194.3% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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