+183.3%
SW vs EWJ
+126.6%
+56.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -2.0% |
| 7D | +1.8% | -1.5% | +3.3% | +2.6% |
| 30D | +7.0% | -6.5% | +13.5% | +11.4% |
| 3M | -7.6% | -5.6% | -2.0% | -4.5% |
| 6M | +8.5% | -0.3% | +8.8% | +8.5% |
| YTD | +17.7% | +13.9% | +3.7% | +8.7% |
| 1Y | +27.1% | +14.6% | +12.5% | +16.9% |
| 3Y | +48.2% | +66.6% | -18.4% | +9.5% |
| 5Y | -2.3% | +47.7% | -50.0% | -23.8% |
| 10Y | +183.3% | +126.0% | +57.3% | +71.3% |
| All | +183.3% | +126.6% | +56.7% | +71.3% |
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