+23.0%
SWKS vs EWJ
-7.2%
+30.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -5.0% | -1.1% | -3.4% |
| 30D | -1.5% | -10.2% | +8.7% | +6.0% |
| 3M | +23.0% | -7.2% | +30.2% | +29.2% |
| All | +23.0% | -7.2% | +30.1% | +29.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling