+0.8%
SCHW vs EWJ
+18.0%
-17.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | -4.7% | -5.5% | +0.8% | -4.2% |
| 3M | -11.9% | -0.8% | -11.2% | -12.0% |
| 6M | +2.7% | +7.1% | -4.4% | +0.9% |
| YTD | -5.6% | +16.9% | -22.5% | -12.5% |
| 1Y | +0.8% | +18.2% | -17.4% | -7.4% |
| All | +0.8% | +18.0% | -17.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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