+50.4%
EWJ vs BWA
+87.2%
-36.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +0.8% | -2.9% | +3.7% | +1.5% |
| 3M | +7.5% | -10.7% | +18.2% | +10.5% |
| 6M | +15.6% | +26.5% | -10.9% | +8.2% |
| YTD | +22.7% | +49.1% | -26.4% | +8.8% |
| 1Y | +26.4% | +52.1% | -25.6% | +11.2% |
| 3Y | +72.5% | +72.6% | 0.0% | +43.0% |
| All | +50.4% | +87.2% | -36.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling