+311.3%
EMR vs SW
+182.7%
+128.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | +2.0% | +6.8% | -4.8% | +0.9% |
| 3M | +3.8% | -5.2% | +9.0% | +4.5% |
| 6M | +10.5% | +7.4% | +3.1% | +9.1% |
| YTD | +23.7% | +17.4% | +6.3% | +20.3% |
| 1Y | +25.4% | +27.1% | -1.7% | +20.7% |
| 3Y | +86.6% | +47.9% | +38.7% | +76.7% |
| 5Y | +83.0% | -2.6% | +85.6% | +75.5% |
| All | +311.3% | +182.7% | +128.6% | +266.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling