+80.5%
EEM vs SW
+730.4%
-649.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.7% |
| 7D | -7.4% | +4.7% | -12.1% | -7.7% |
| 30D | -15.0% | +5.0% | -20.0% | -15.3% |
| 3M | -11.7% | -7.3% | -4.3% | -11.3% |
| 6M | -10.8% | +15.0% | -25.8% | -11.7% |
| YTD | +6.7% | +18.5% | -11.9% | +5.2% |
| 1Y | +7.4% | +27.1% | -19.8% | +5.4% |
| 3Y | +62.1% | +49.3% | +12.8% | +57.1% |
| 5Y | +28.2% | -1.6% | +29.9% | +25.2% |
| 10Y | +101.2% | +185.4% | -84.2% | +85.9% |
| All | +80.5% | +730.4% | -649.9% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling