+134.8%
EWY vs SWK
+46.0%
+88.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.2% |
| 7D | -10.4% | +11.0% | -21.4% | -13.7% |
| 30D | -25.4% | +30.1% | -55.5% | -32.3% |
| 3M | -16.5% | +14.7% | -31.2% | -20.8% |
| 6M | -24.7% | +44.5% | -69.2% | -33.8% |
| YTD | +40.9% | +59.4% | -18.5% | +20.1% |
| 1Y | +49.8% | +77.5% | -27.7% | +24.2% |
| 3Y | +134.8% | +49.5% | +85.4% | +95.2% |
| All | +134.8% | +46.0% | +88.8% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling