+2,742.5%
ITW vs EWJ
+151.8%
+2,590.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -9.5% | +0.2% | -9.7% | -9.7% |
| 3M | +6.6% | +8.6% | -1.9% | +1.6% |
| 6M | -1.8% | +12.1% | -13.9% | -8.3% |
| YTD | +9.0% | +20.1% | -11.1% | -2.1% |
| 1Y | +3.6% | +25.2% | -21.6% | -9.2% |
| 3Y | +19.4% | +70.8% | -51.3% | -12.5% |
| 5Y | +36.4% | +49.2% | -12.8% | +7.3% |
| 10Y | +190.0% | +138.6% | +51.4% | +80.9% |
| All | +2,742.5% | +151.8% | +2,590.6% | +1,306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling