+18.2%
EWJ vs SWK
+87.6%
-69.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.1% | -11.7% | -1.9% |
| 7D | -1.2% | +17.9% | -19.1% | -5.5% |
| 30D | -5.5% | +31.9% | -37.4% | -12.4% |
| 3M | -0.8% | +16.6% | -17.4% | -4.9% |
| 6M | +7.1% | +61.1% | -54.0% | -6.4% |
| YTD | +16.9% | +64.2% | -47.3% | +1.2% |
| 1Y | +18.2% | +85.2% | -67.0% | -0.3% |
| All | +18.2% | +87.6% | -69.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling