+3,699.9%
SCHW vs EWJ
+151.8%
+3,548.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -2.8% | -1.5% | -1.3% | -1.6% |
| 30D | -0.1% | +0.2% | -0.2% | -0.3% |
| 3M | +20.6% | +8.6% | +12.0% | +11.8% |
| 6M | +15.9% | +12.1% | +3.8% | +3.8% |
| YTD | +8.5% | +20.1% | -11.6% | -8.6% |
| 1Y | +17.8% | +25.2% | -7.3% | -4.3% |
| 3Y | +88.5% | +70.8% | +17.8% | +15.7% |
| 5Y | +60.6% | +49.2% | +11.5% | +10.1% |
| 10Y | +298.0% | +138.6% | +159.4% | +90.3% |
| All | +3,699.9% | +151.8% | +3,548.1% | +1,451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling