+141.9%
EWJ vs WTW
+198.0%
-56.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.3% | -5.7% | +6.0% | +1.8% |
| 30D | +0.8% | -7.3% | +8.0% | +2.7% |
| 3M | +7.5% | +21.5% | -14.0% | +1.8% |
| 6M | +15.6% | +9.6% | +6.0% | +11.9% |
| YTD | +22.7% | -3.3% | +26.0% | +22.5% |
| 1Y | +26.4% | -6.1% | +32.6% | +27.2% |
| 3Y | +72.5% | +61.8% | +10.7% | +44.0% |
| 5Y | +52.4% | +42.7% | +9.8% | +30.8% |
| All | +141.9% | +198.0% | -56.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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