+129.5%
EWJ vs SWK
+836.9%
-707.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.0% | +11.0% | -16.0% | -8.0% |
| 30D | -10.2% | +30.1% | -40.3% | -17.0% |
| 3M | -7.2% | +14.7% | -21.9% | -11.2% |
| 6M | -3.2% | +44.5% | -47.7% | -13.6% |
| YTD | +9.9% | +59.4% | -49.5% | -5.2% |
| 1Y | +11.0% | +77.5% | -66.6% | -7.4% |
| 3Y | +57.3% | +49.5% | +7.9% | +32.9% |
| 5Y | +41.3% | -24.9% | +66.2% | +41.2% |
| 10Y | +117.5% | +31.8% | +85.7% | +70.3% |
| All | +129.5% | +836.9% | -707.4% | +3.1% |
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