+15.0%
EEM vs SHW
+7.3%
+7.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.8% | -0.4% |
| 7D | -3.0% | +13.3% | -16.3% | -5.4% |
| 30D | -10.3% | +14.1% | -24.5% | -13.0% |
| 3M | -6.6% | +0.8% | -7.4% | -6.5% |
| 6M | -3.4% | +17.6% | -21.0% | -8.0% |
| YTD | +13.2% | +13.0% | +0.2% | +9.4% |
| 1Y | +15.0% | +7.0% | +8.0% | +11.7% |
| All | +15.0% | +7.3% | +7.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling