+41.6%
EWJ vs SWK
-25.5%
+67.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.0% | +11.0% | -16.0% | -7.4% |
| 30D | -10.2% | +30.1% | -40.3% | -15.7% |
| 3M | -7.2% | +14.7% | -21.9% | -10.4% |
| 6M | -3.2% | +44.5% | -47.7% | -11.6% |
| YTD | +9.9% | +59.4% | -49.5% | -2.3% |
| 1Y | +11.0% | +77.5% | -66.6% | -3.8% |
| 3Y | +57.3% | +49.5% | +7.9% | +37.6% |
| All | +41.6% | -25.5% | +67.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling