+2.0%
RDW vs EWJ
+60.4%
-58.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -5.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.2% |
| 30D | -21.3% | +0.8% | -22.1% | -22.4% |
| 3M | -37.9% | +7.5% | -45.4% | -44.1% |
| 6M | +12.3% | +15.6% | -3.3% | -7.5% |
| YTD | +39.7% | +22.7% | +17.0% | +6.6% |
| 1Y | +25.7% | +26.4% | -0.7% | -7.6% |
| 3Y | +230.8% | +72.5% | +158.3% | +62.9% |
| 5Y | -8.8% | +52.4% | -61.2% | -51.9% |
| All | +2.0% | +60.4% | -58.4% | -47.4% |
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