+98.5%
EWY vs SWKS
-37.3%
+135.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.2% | +9.4% | -5.2% | +1.2% |
| 30D | -10.7% | +17.0% | -27.6% | -14.9% |
| 3M | -20.1% | +28.9% | -49.0% | -26.9% |
| 6M | -24.3% | +33.1% | -57.4% | -31.5% |
| YTD | +46.9% | +44.8% | +2.1% | +28.2% |
| 1Y | +55.2% | +36.2% | +19.0% | +37.9% |
| 3Y | +157.0% | +11.5% | +145.5% | +127.9% |
| All | +98.5% | -37.3% | +135.8% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling