+176.3%
EWJ vs NWSA
+121.6%
+54.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.0% | -3.4% | +4.4% | +1.9% |
| 30D | +1.0% | +3.9% | -2.9% | -0.1% |
| 3M | +7.2% | +8.9% | -1.6% | +4.3% |
| 6M | +13.9% | +21.2% | -7.3% | +7.2% |
| YTD | +20.8% | +13.8% | +7.0% | +15.4% |
| 1Y | +26.4% | +1.4% | +25.0% | +24.5% |
| 3Y | +71.8% | +44.0% | +27.8% | +52.1% |
| 5Y | +49.9% | +40.5% | +9.4% | +30.6% |
| 10Y | +140.0% | +149.2% | -9.2% | +67.0% |
| All | +176.3% | +121.6% | +54.7% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling