+107.5%
EWJ vs TW
+211.4%
-103.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.2% |
| 7D | +2.9% | -3.5% | +6.4% | +3.5% |
| 30D | +1.1% | +0.5% | +0.6% | +1.0% |
| 3M | +7.1% | +4.9% | +2.2% | +5.6% |
| 6M | +16.2% | -17.1% | +33.3% | +19.7% |
| YTD | +22.0% | -3.9% | +25.8% | +21.5% |
| 1Y | +26.2% | -13.3% | +39.5% | +28.4% |
| 3Y | +73.5% | +20.9% | +52.5% | +62.2% |
| 5Y | +52.7% | +20.5% | +32.2% | +40.0% |
| All | +107.5% | +211.4% | -103.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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