+273.5%
SHW vs EWJ
+139.2%
+134.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -4.5% | -1.5% | -3.0% | -3.4% |
| 30D | -12.7% | +0.2% | -12.9% | -12.8% |
| 3M | +4.7% | +8.6% | -3.9% | -1.8% |
| 6M | -3.4% | +12.1% | -15.6% | -11.7% |
| YTD | -1.3% | +20.1% | -21.4% | -14.3% |
| 1Y | -10.4% | +25.2% | -35.5% | -24.7% |
| 3Y | +20.1% | +70.8% | -50.7% | -22.1% |
| 5Y | +10.5% | +49.2% | -38.7% | -20.8% |
| All | +273.5% | +139.2% | +134.3% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling