+2.5%
SW vs EWJ
+46.9%
-44.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.2% |
| 7D | +2.2% | -2.4% | +4.5% | +3.6% |
| 30D | +7.4% | -7.6% | +15.1% | +13.1% |
| 3M | -5.9% | -5.9% | 0.0% | -2.3% |
| 6M | +9.0% | -1.5% | +10.4% | +9.7% |
| YTD | +18.1% | +12.6% | +5.6% | +9.1% |
| 1Y | +28.7% | +12.7% | +16.0% | +18.7% |
| 3Y | +48.8% | +63.1% | -14.3% | +8.8% |
| 5Y | +2.5% | +48.2% | -45.8% | -27.3% |
| All | +2.5% | +46.9% | -44.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling