-36.5%
SWKS vs EWJ
+47.4%
-83.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +9.4% | +4.0% | +5.5% | +5.1% |
| 30D | +17.0% | -4.3% | +21.2% | +21.9% |
| 3M | +28.9% | -6.8% | +35.7% | +38.0% |
| 6M | +33.1% | -0.9% | +34.0% | +34.0% |
| YTD | +44.8% | +14.3% | +30.5% | +22.5% |
| 1Y | +36.2% | +15.3% | +20.9% | +14.0% |
| 3Y | +11.5% | +65.6% | -54.1% | -40.8% |
| All | -36.5% | +47.4% | -83.9% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling