+129.5%
EWJ vs SWK
+840.3%
-710.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.2% |
| 7D | -7.0% | +11.3% | -18.3% | -10.0% |
| 30D | -11.1% | +28.1% | -39.2% | -17.5% |
| 3M | -7.3% | +12.6% | -19.8% | -10.8% |
| 6M | -0.6% | +51.7% | -52.3% | -12.5% |
| YTD | +9.9% | +60.0% | -50.1% | -5.3% |
| 1Y | +11.2% | +72.7% | -61.5% | -6.5% |
| 3Y | +55.3% | +46.3% | +9.0% | +32.0% |
| 5Y | +41.3% | -24.6% | +65.9% | +41.1% |
| 10Y | +117.5% | +32.2% | +85.2% | +70.1% |
| All | +129.5% | +840.3% | -710.8% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling