+177.1%
SW vs EWJ
+126.4%
+50.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.9% | +4.0% | -6.9% | -5.3% |
| 30D | +5.0% | -4.3% | +9.3% | +7.6% |
| 3M | -13.7% | -6.8% | -6.8% | -10.0% |
| 6M | +8.0% | -0.9% | +8.9% | +8.3% |
| YTD | +14.0% | +14.3% | -0.3% | +5.0% |
| 1Y | +25.6% | +15.3% | +10.3% | +15.2% |
| 3Y | +40.1% | +65.6% | -25.5% | +3.9% |
| 5Y | -2.6% | +47.5% | -50.1% | -24.0% |
| All | +177.1% | +126.4% | +50.7% | +68.1% |
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