+196.7%
W vs EWJ
+152.3%
+44.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | -0.1% |
| 7D | +0.2% | +4.0% | -3.8% | -5.4% |
| 30D | +6.8% | -4.3% | +11.1% | +14.2% |
| 3M | +10.7% | -6.8% | +17.5% | +22.8% |
| 6M | +86.3% | -0.9% | +87.2% | +89.0% |
| YTD | +11.5% | +14.3% | -2.8% | -10.3% |
| 1Y | +5.1% | +15.3% | -10.2% | -16.7% |
| 3Y | +171.0% | +65.6% | +105.4% | +30.2% |
| 5Y | -56.6% | +47.5% | -104.1% | -74.4% |
| 10Y | +213.4% | +126.2% | +87.2% | +17.1% |
| All | +196.7% | +152.3% | +44.5% | -1.9% |
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