-0.9%
EWJ vs BBWI
+16.7%
-17.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +4.0% | +0.1% | +3.8% | +4.0% |
| 30D | -4.3% | +12.9% | -17.1% | -4.4% |
| 3M | -6.8% | +16.0% | -22.8% | -7.1% |
| 6M | -0.9% | +16.6% | -17.5% | -1.7% |
| All | -0.9% | +16.7% | -17.6% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling