+286.5%
EWY vs SWK
+3.3%
+283.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | +4.8% | -0.4% | +5.3% | +5.0% |
| 30D | +11.7% | -5.7% | +17.4% | +14.2% |
| 3M | -7.4% | +24.1% | -31.5% | -14.3% |
| 6M | +40.6% | +24.7% | +15.9% | +29.8% |
| YTD | +94.3% | +33.9% | +60.3% | +74.5% |
| 1Y | +164.3% | +34.7% | +129.6% | +135.3% |
| 3Y | +221.0% | +15.3% | +205.7% | +189.2% |
| 5Y | +139.1% | -39.3% | +178.4% | +169.0% |
| All | +286.5% | +3.3% | +283.2% | +223.6% |
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