+8.1%
EWZ vs SWK
+87.6%
-79.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | -0.7% |
| 7D | -4.1% | +17.9% | -22.0% | -7.0% |
| 30D | -25.0% | +31.9% | -56.9% | -28.9% |
| 3M | -10.6% | +16.6% | -27.2% | -13.1% |
| 6M | -16.6% | +61.1% | -77.7% | -25.7% |
| YTD | +2.5% | +64.2% | -61.7% | -10.2% |
| 1Y | +8.1% | +85.2% | -77.1% | -7.8% |
| All | +8.1% | +87.6% | -79.6% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling