-1.6%
SW vs EWJ
+41.5%
-43.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | +2.6% |
| 7D | +4.7% | -7.0% | +11.7% | +9.8% |
| 30D | +5.0% | -11.1% | +16.1% | +13.6% |
| 3M | -7.3% | -7.3% | -0.1% | -2.6% |
| 6M | +15.0% | -0.6% | +15.6% | +15.2% |
| YTD | +18.5% | +9.9% | +8.6% | +11.2% |
| 1Y | +27.1% | +11.2% | +15.9% | +18.4% |
| 3Y | +49.3% | +55.3% | -6.0% | +12.4% |
| 5Y | -1.6% | +41.3% | -42.9% | -28.2% |
| All | -1.6% | +41.5% | -43.1% | -28.2% |
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 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