+196.8%
EWY vs SWK
+29.6%
+167.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.2% |
| 7D | -10.4% | +11.0% | -21.4% | -14.1% |
| 30D | -25.4% | +30.1% | -55.5% | -32.9% |
| 3M | -16.5% | +14.7% | -31.2% | -21.2% |
| 6M | -24.7% | +44.5% | -69.2% | -34.6% |
| YTD | +40.9% | +59.4% | -18.5% | +17.9% |
| 1Y | +49.8% | +77.5% | -27.7% | +20.3% |
| 3Y | +134.8% | +49.5% | +85.4% | +91.1% |
| 5Y | +91.4% | -24.9% | +116.3% | +97.4% |
| All | +196.8% | +29.6% | +167.2% | +140.2% |
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