+743.1%
SW vs EWJ
+146.0%
+597.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.7% |
| 7D | +12.1% | -1.2% | +13.2% | +12.5% |
| 30D | +6.6% | -5.5% | +12.0% | +8.4% |
| 3M | -6.0% | -0.8% | -5.2% | -5.8% |
| 6M | +21.5% | +7.1% | +14.4% | +19.2% |
| YTD | +20.3% | +16.9% | +3.4% | +15.3% |
| 1Y | +28.1% | +18.2% | +10.0% | +22.4% |
| 3Y | +51.6% | +65.2% | -13.6% | +33.0% |
| 5Y | -0.1% | +50.4% | -50.6% | -11.2% |
| 10Y | +189.7% | +131.3% | +58.5% | +139.3% |
| All | +743.1% | +146.0% | +597.1% | +750.7% |
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