+755.0%
SW vs EWJ
+157.5%
+597.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.1% | +2.5% | -7.6% | -5.8% |
| 30D | -4.6% | +3.3% | -7.9% | -5.5% |
| 3M | +9.4% | +5.0% | +4.4% | +7.8% |
| 6M | +3.5% | +11.5% | -8.0% | +0.3% |
| YTD | +22.0% | +22.4% | -0.4% | +15.3% |
| 1Y | +2.2% | +30.2% | -28.0% | -5.0% |
| 3Y | +19.6% | +72.8% | -53.2% | +3.5% |
| 5Y | -2.3% | +54.1% | -56.5% | -14.0% |
| 10Y | +181.4% | +140.6% | +40.7% | +129.3% |
| All | +755.0% | +157.5% | +597.5% | +750.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling