+141.9%
EWJ vs NWSA
+149.4%
-7.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.3% | -2.8% | +3.1% | +1.0% |
| 30D | +0.8% | +3.0% | -2.2% | -0.1% |
| 3M | +7.5% | +12.3% | -4.8% | +3.8% |
| 6M | +15.6% | +21.9% | -6.3% | +8.9% |
| YTD | +22.7% | +13.6% | +9.2% | +17.5% |
| 1Y | +26.4% | +0.5% | +25.9% | +25.0% |
| 3Y | +72.5% | +43.8% | +28.8% | +53.5% |
| 5Y | +52.4% | +41.2% | +11.3% | +33.3% |
| All | +141.9% | +149.4% | -7.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling