+154.7%
EWJ vs BWA
+2,560.5%
-2,405.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +2.9% | +4.3% | -1.4% | +1.7% |
| 30D | +1.1% | -2.9% | +4.0% | +1.8% |
| 3M | +7.1% | -12.4% | +19.5% | +10.8% |
| 6M | +16.2% | +28.6% | -12.4% | +7.8% |
| YTD | +22.0% | +48.2% | -26.2% | +7.9% |
| 1Y | +26.2% | +50.9% | -24.7% | +10.8% |
| 3Y | +73.5% | +72.2% | +1.3% | +43.7% |
| 5Y | +52.7% | +91.1% | -38.4% | +20.1% |
| 10Y | +138.5% | +144.0% | -5.5% | +63.5% |
| All | +154.7% | +2,560.5% | -2,405.8% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling