+203.4%
W vs EWJ
+153.3%
+50.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | -1.1% |
| 7D | -7.4% | -1.9% | -5.5% | -4.7% |
| 30D | +7.8% | -5.3% | +13.2% | +17.2% |
| 3M | +10.9% | -4.3% | +15.2% | +18.2% |
| 6M | +86.4% | +0.4% | +86.0% | +85.4% |
| YTD | +14.0% | +14.7% | -0.8% | -8.8% |
| 1Y | +3.5% | +14.7% | -11.2% | -17.2% |
| 3Y | +164.8% | +66.2% | +98.6% | +26.5% |
| 5Y | -53.1% | +50.2% | -103.3% | -73.0% |
| 10Y | +220.4% | +127.1% | +93.4% | +19.1% |
| All | +203.4% | +153.3% | +50.1% | -0.3% |
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