+4,208.6%
SWKS vs EWJ
+130.5%
+4,078.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -5.0% | -1.1% | -1.9% |
| 30D | -1.5% | -10.2% | +8.7% | +8.4% |
| 3M | +23.0% | -7.2% | +30.2% | +31.2% |
| 6M | +27.6% | -3.2% | +30.8% | +31.5% |
| YTD | +32.3% | +9.9% | +22.4% | +19.8% |
| 1Y | +20.1% | +11.0% | +9.2% | +7.8% |
| 3Y | +0.6% | +57.3% | -56.7% | -34.1% |
| 5Y | -42.3% | +41.3% | -83.6% | -57.8% |
| 10Y | +35.9% | +117.5% | -81.5% | -28.9% |
| All | +4,208.6% | +130.5% | +4,078.2% | +1,965.0% |
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