+31.4%
EEM vs SW
+0.9%
+30.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -0.9% | +2.2% | -3.0% | -1.1% |
| 30D | -9.3% | +7.4% | -16.8% | -10.2% |
| 3M | -7.1% | -5.9% | -1.1% | -6.5% |
| 6M | -10.4% | +9.0% | -19.4% | -11.7% |
| YTD | +11.3% | +18.1% | -6.8% | +8.3% |
| 1Y | +11.3% | +28.7% | -17.4% | +7.2% |
| 3Y | +69.6% | +48.8% | +20.9% | +60.1% |
| All | +31.4% | +0.9% | +30.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling