+219.4%
EWY vs SWK
+32.9%
+186.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.7% |
| 7D | -6.3% | +10.7% | -17.0% | -10.1% |
| 30D | -19.8% | +33.3% | -53.2% | -28.5% |
| 3M | -14.4% | +14.7% | -29.1% | -19.3% |
| 6M | -25.3% | +48.5% | -73.8% | -35.8% |
| YTD | +46.2% | +63.9% | -17.7% | +21.0% |
| 1Y | +58.3% | +80.4% | -22.1% | +26.3% |
| 3Y | +155.0% | +58.1% | +96.8% | +103.1% |
| 5Y | +99.5% | -24.5% | +124.0% | +105.7% |
| 10Y | +219.4% | +29.5% | +189.9% | +149.8% |
| All | +219.4% | +32.9% | +186.5% | +149.8% |
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