+125.9%
EWJ vs SWK
+18.1%
+107.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.0% | -1.4% | +5.3% | +4.3% |
| 30D | -4.3% | +25.5% | -29.7% | -9.9% |
| 3M | -6.8% | +11.8% | -18.6% | -9.7% |
| 6M | -0.9% | +48.7% | -49.6% | -11.0% |
| YTD | +14.3% | +57.2% | -42.9% | +0.6% |
| 1Y | +15.3% | +75.3% | -60.0% | -1.4% |
| 3Y | +65.6% | +51.9% | +13.7% | +42.1% |
| 5Y | +47.5% | -30.7% | +78.2% | +52.1% |
| All | +125.9% | +18.1% | +107.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling