+64.4%
EEM vs SW
+39.0%
+25.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.0% |
| 3M | -8.8% | -5.2% | -3.6% | -8.1% |
| 6M | -11.6% | +7.4% | -19.1% | -13.3% |
| YTD | +9.0% | +17.4% | -8.4% | +5.1% |
| 1Y | +10.6% | +27.1% | -16.5% | +5.3% |
| 3Y | +64.4% | +47.9% | +16.5% | +56.2% |
| All | +64.4% | +39.0% | +25.3% | +56.2% |
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