+32.2%
EEM vs SHW
+12.4%
+19.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.2% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | -7.0% | +8.4% | -15.4% | -8.8% |
| 3M | -8.0% | -2.2% | -5.8% | -7.7% |
| 6M | -6.6% | +13.3% | -20.0% | -9.9% |
| YTD | +12.3% | +9.2% | +3.1% | +9.3% |
| 1Y | +12.2% | +2.9% | +9.3% | +10.5% |
| 3Y | +71.2% | +41.1% | +30.1% | +55.9% |
| 5Y | +32.2% | +11.0% | +21.3% | +20.7% |
| All | +32.2% | +12.4% | +19.8% | +20.7% |
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 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