+208.0%
EWY vs SWKS
+36.4%
+171.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.7% |
| 7D | -10.4% | -6.2% | -4.2% | -8.3% |
| 30D | -25.4% | -1.5% | -23.9% | -25.0% |
| 3M | -16.5% | +23.0% | -39.5% | -23.0% |
| 6M | -24.7% | +27.6% | -52.3% | -31.5% |
| YTD | +40.9% | +32.3% | +8.6% | +25.0% |
| 1Y | +49.8% | +20.1% | +29.7% | +37.2% |
| 3Y | +134.8% | +0.6% | +134.2% | +115.0% |
| 5Y | +91.4% | -42.3% | +133.7% | +108.3% |
| All | +208.0% | +36.4% | +171.5% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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