+86.8%
SCHW vs EWJ
+73.0%
+13.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -1.6% | +0.8% | -2.4% | -1.9% |
| 3M | +21.3% | +7.5% | +13.8% | +17.8% |
| 6M | +16.5% | +15.6% | +0.9% | +9.4% |
| YTD | +8.4% | +22.7% | -14.3% | -1.4% |
| 1Y | +15.6% | +26.4% | -10.8% | +3.5% |
| 3Y | +86.8% | +72.5% | +14.3% | +37.2% |
| All | +86.8% | +73.0% | +13.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling