+237.8%
EWY vs SWK
+21.9%
+215.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | -2.8% | -2.3% | -0.5% | -1.9% |
| 30D | -13.1% | +30.4% | -43.5% | -21.9% |
| 3M | -11.6% | +12.1% | -23.8% | -15.9% |
| 6M | -23.4% | +49.1% | -72.4% | -34.2% |
| YTD | +52.0% | +60.4% | -8.4% | +26.7% |
| 1Y | +58.6% | +78.3% | -19.7% | +27.1% |
| 3Y | +163.3% | +53.3% | +110.0% | +112.1% |
| 5Y | +108.7% | -27.0% | +135.6% | +118.1% |
| 10Y | +237.8% | +20.8% | +217.0% | +163.5% |
| All | +237.8% | +21.9% | +215.9% | +163.5% |
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