+10.6%
EEM vs SW
+26.7%
-16.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -2.8% | +2.3% | -5.1% | -3.2% |
| 30D | -11.9% | +6.8% | -18.7% | -13.2% |
| 3M | -8.8% | -5.2% | -3.6% | -7.8% |
| 6M | -11.6% | +7.4% | -19.1% | -14.1% |
| YTD | +9.0% | +17.4% | -8.4% | +4.2% |
| 1Y | +10.6% | +27.1% | -16.5% | +4.7% |
| All | +10.6% | +26.7% | -16.1% | +4.7% |
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