+123.9%
EEM vs SW
+147.8%
-23.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.7% |
| 7D | +2.3% | -5.1% | +7.4% | +2.9% |
| 30D | +4.5% | -4.6% | +9.1% | +5.0% |
| 3M | -0.1% | +9.4% | -9.4% | -1.2% |
| 6M | +16.9% | +3.5% | +13.4% | +16.0% |
| YTD | +26.2% | +22.0% | +4.2% | +23.1% |
| 1Y | +40.5% | +2.2% | +38.3% | +39.1% |
| 3Y | +86.2% | +19.6% | +66.6% | +79.8% |
| 5Y | +45.5% | -2.3% | +47.8% | +39.9% |
| All | +123.9% | +147.8% | -23.9% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling