+730.4%
SW vs EWJ
+131.3%
+599.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | +0.3% |
| 7D | +4.7% | -7.0% | +11.7% | +7.0% |
| 30D | +5.0% | -11.1% | +16.1% | +8.8% |
| 3M | -7.3% | -7.3% | -0.1% | -5.2% |
| 6M | +15.0% | -0.6% | +15.6% | +15.3% |
| YTD | +18.5% | +9.9% | +8.6% | +15.7% |
| 1Y | +27.1% | +11.2% | +15.9% | +23.7% |
| 3Y | +49.3% | +55.3% | -6.0% | +33.4% |
| 5Y | -1.6% | +41.3% | -42.9% | -10.9% |
| 10Y | +185.4% | +117.5% | +67.9% | +140.1% |
| All | +730.4% | +131.3% | +599.1% | +753.4% |
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