+47.0%
EWJ vs SWK
-28.9%
+75.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +3.6% | -2.0% | +5.6% | +4.1% |
| 30D | -6.0% | +24.6% | -30.6% | -10.9% |
| 3M | -6.5% | +10.8% | -17.3% | -8.9% |
| 6M | -0.1% | +46.1% | -46.2% | -9.0% |
| YTD | +13.9% | +56.8% | -42.9% | +1.7% |
| 1Y | +13.1% | +72.7% | -59.6% | -1.3% |
| 3Y | +65.0% | +49.9% | +15.2% | +44.3% |
| 5Y | +47.0% | -30.9% | +77.9% | +51.6% |
| All | +47.0% | -28.9% | +75.9% | +51.6% |
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