+154.7%
EWJ vs GWW
+5,964.1%
-5,809.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.5% |
| 7D | +2.9% | -1.5% | +4.4% | +3.3% |
| 30D | +1.1% | +1.1% | 0.0% | +0.7% |
| 3M | +7.1% | -1.0% | +8.1% | +7.2% |
| 6M | +16.2% | +16.3% | -0.1% | +10.5% |
| YTD | +22.0% | +28.5% | -6.5% | +12.3% |
| 1Y | +26.2% | +30.3% | -4.1% | +15.6% |
| 3Y | +73.5% | +91.6% | -18.1% | +39.6% |
| 5Y | +52.7% | +224.0% | -171.3% | +2.5% |
| 10Y | +138.5% | +551.3% | -412.8% | +20.2% |
| All | +154.7% | +5,964.1% | -5,809.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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