+138.6%
EWJ vs BBWI
+904.5%
-765.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +12.9% | -17.1% | -6.4% |
| 3M | -6.8% | +16.0% | -22.8% | -9.8% |
| 6M | -0.9% | +16.6% | -17.5% | -4.9% |
| YTD | +14.3% | +9.7% | +4.5% | +9.7% |
| 1Y | +15.3% | +1.5% | +13.8% | +11.2% |
| 3Y | +65.6% | -21.4% | +87.0% | +60.9% |
| 5Y | +47.5% | -67.6% | +115.0% | +62.2% |
| 10Y | +126.2% | -46.8% | +173.0% | +97.6% |
| All | +138.6% | +904.5% | -765.8% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling