+46.6%
EEM vs SHW
+14.0%
+32.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +2.0% | -3.2% | +5.2% | +2.7% |
| 30D | +5.1% | -11.4% | +16.5% | +8.0% |
| 3M | +4.6% | +3.5% | +1.1% | +3.3% |
| 6M | +17.8% | -3.4% | +21.1% | +18.1% |
| YTD | +25.8% | -0.3% | +26.2% | +25.2% |
| 1Y | +36.4% | -10.4% | +46.8% | +38.9% |
| 3Y | +90.0% | +21.3% | +68.7% | +79.3% |
| 5Y | +46.6% | +12.9% | +33.7% | +35.9% |
| All | +46.6% | +14.0% | +32.5% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling