+22.9%
ITW vs EWJ
+18.0%
+4.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.0% |
| 7D | +6.3% | -1.2% | +7.5% | +6.7% |
| 30D | +11.1% | -5.5% | +16.6% | +13.0% |
| 3M | +0.1% | -0.8% | +0.9% | +0.2% |
| 6M | +18.1% | +7.1% | +11.0% | +14.2% |
| YTD | +21.4% | +16.9% | +4.5% | +12.3% |
| 1Y | +22.9% | +18.2% | +4.7% | +13.5% |
| All | +22.9% | +18.0% | +4.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling