+69.8%
EWJ vs BBWI
-47.8%
+117.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.3% |
| 7D | +1.0% | -4.4% | +5.4% | +1.5% |
| 30D | +1.0% | -7.4% | +8.4% | +1.6% |
| 3M | +7.2% | -2.2% | +9.5% | +6.9% |
| 6M | +13.9% | -16.3% | +30.2% | +15.1% |
| YTD | +20.8% | -9.1% | +29.9% | +20.6% |
| 1Y | +26.4% | -34.5% | +60.9% | +30.9% |
| All | +69.8% | -47.8% | +117.6% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling