+831.8%
EWY vs SWK
+701.3%
+130.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.6% | -10.9% | -12.2% |
| 7D | -18.6% | +11.3% | -29.9% | -23.1% |
| 30D | -29.4% | +28.1% | -57.5% | -37.9% |
| 3M | -22.2% | +12.6% | -34.8% | -27.2% |
| 6M | -24.1% | +51.7% | -75.8% | -38.2% |
| YTD | +35.4% | +60.0% | -24.5% | +7.1% |
| 1Y | +39.3% | +72.7% | -33.4% | +5.9% |
| 3Y | +137.0% | +46.3% | +90.7% | +81.5% |
| 5Y | +83.9% | -24.6% | +108.6% | +84.9% |
| 10Y | +192.4% | +32.2% | +160.1% | +92.9% |
| All | +831.8% | +701.3% | +130.5% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling