+50.4%
EWJ vs WTW
+42.0%
+8.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.3% | -5.7% | +6.0% | +1.2% |
| 30D | +0.8% | -7.3% | +8.0% | +2.0% |
| 3M | +7.5% | +21.5% | -14.0% | +3.8% |
| 6M | +15.6% | +9.6% | +6.0% | +13.4% |
| YTD | +22.7% | -3.3% | +26.0% | +23.6% |
| 1Y | +26.4% | -6.1% | +32.6% | +28.2% |
| 3Y | +72.5% | +61.8% | +10.7% | +47.7% |
| All | +50.4% | +42.0% | +8.4% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling