+15.0%
EEM vs SW
+29.5%
-14.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | -3.0% | +12.1% | -15.0% | -5.2% |
| 30D | -10.3% | +6.6% | -16.9% | -11.6% |
| 3M | -6.6% | -6.0% | -0.6% | -5.5% |
| 6M | -3.4% | +21.5% | -24.8% | -8.5% |
| YTD | +13.2% | +20.3% | -7.1% | +7.7% |
| 1Y | +15.0% | +28.1% | -13.1% | +8.5% |
| All | +15.0% | +29.5% | -14.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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