+231.0%
EWJ vs WTW
+1,101.3%
-870.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.5% | -7.8% | +6.3% | +0.7% |
| 30D | +0.2% | -7.9% | +8.0% | +2.3% |
| 3M | +8.6% | +19.9% | -11.4% | +2.8% |
| 6M | +12.1% | +9.8% | +2.3% | +8.1% |
| YTD | +20.1% | -3.3% | +23.4% | +19.4% |
| 1Y | +25.2% | -3.3% | +28.5% | +24.2% |
| 3Y | +70.8% | +61.5% | +9.2% | +44.2% |
| 5Y | +49.2% | +42.6% | +6.6% | +29.4% |
| 10Y | +138.6% | +197.1% | -58.5% | +62.4% |
| All | +231.0% | +1,101.3% | -870.3% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling