+125.7%
EEM vs SHW
+281.7%
-156.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -0.7% | -4.5% | +3.8% | +0.7% |
| 30D | +2.4% | -12.7% | +15.1% | +6.8% |
| 3M | +4.2% | +4.7% | -0.5% | +2.0% |
| 6M | +14.8% | -3.4% | +18.2% | +15.3% |
| YTD | +23.1% | -1.3% | +24.4% | +22.6% |
| 1Y | +32.5% | -10.4% | +42.9% | +35.8% |
| 3Y | +85.9% | +20.1% | +65.8% | +70.3% |
| 5Y | +43.6% | +10.5% | +33.1% | +32.3% |
| All | +125.7% | +281.7% | -156.0% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling