+70.7%
EEM vs SW
+42.5%
+28.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.2% |
| 7D | -3.0% | +12.1% | -15.0% | -4.9% |
| 30D | -10.3% | +6.6% | -16.9% | -11.4% |
| 3M | -6.6% | -6.0% | -0.6% | -5.8% |
| 6M | -3.4% | +21.5% | -24.8% | -7.1% |
| YTD | +13.2% | +20.3% | -7.1% | +8.7% |
| 1Y | +15.0% | +28.1% | -13.1% | +9.3% |
| All | +70.7% | +42.5% | +28.2% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling