+188.3%
ITW vs EWJ
+144.4%
+43.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -8.3% | +0.8% | -9.1% | -8.9% |
| 3M | +6.0% | +7.5% | -1.5% | -0.2% |
| 6M | 0.0% | +15.6% | -15.6% | -11.4% |
| YTD | +10.2% | +22.7% | -12.5% | -7.2% |
| 1Y | +3.2% | +26.4% | -23.2% | -15.4% |
| 3Y | +21.0% | +72.5% | -51.6% | -25.6% |
| 5Y | +37.9% | +52.4% | -14.5% | -5.5% |
| All | +188.3% | +144.4% | +43.8% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling