+32.4%
SWKS vs EWJ
+126.6%
-94.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | -3.5% |
| 7D | -2.7% | -1.5% | -1.3% | -1.6% |
| 30D | +8.5% | -6.5% | +15.0% | +16.8% |
| 3M | +17.3% | -5.6% | +22.9% | +24.5% |
| 6M | +25.1% | -0.3% | +25.4% | +24.8% |
| YTD | +33.3% | +13.9% | +19.4% | +10.8% |
| 1Y | +22.9% | +14.6% | +8.3% | +1.3% |
| 3Y | +5.5% | +66.6% | -61.1% | -47.1% |
| 5Y | -41.9% | +47.7% | -89.6% | -65.7% |
| 10Y | +32.4% | +126.0% | -93.6% | -56.4% |
| All | +32.4% | +126.6% | -94.2% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling