+854.3%
EEM vs SHW
+5,021.4%
-4,167.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.3% | -3.2% | +5.6% | +3.8% |
| 30D | +4.5% | -9.5% | +14.1% | +9.3% |
| 3M | -0.1% | +11.5% | -11.5% | -5.8% |
| 6M | +16.9% | -3.5% | +20.5% | +17.6% |
| YTD | +26.2% | +3.7% | +22.5% | +22.5% |
| 1Y | +40.5% | -7.9% | +48.4% | +43.4% |
| 3Y | +86.2% | +24.7% | +61.5% | +60.9% |
| 5Y | +45.5% | +13.6% | +31.9% | +26.0% |
| 10Y | +128.6% | +283.0% | -154.3% | -3.3% |
| All | +854.3% | +5,021.4% | -4,167.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling