+83.3%
EMR vs SW
-1.6%
+84.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.3% |
| 7D | -4.8% | +4.7% | -9.4% | -5.6% |
| 30D | +0.7% | +5.0% | -4.3% | -0.2% |
| 3M | +0.4% | -7.3% | +7.8% | +1.7% |
| 6M | +18.4% | +15.0% | +3.4% | +15.1% |
| YTD | +23.9% | +18.5% | +5.4% | +19.4% |
| 1Y | +24.7% | +27.1% | -2.4% | +18.8% |
| 3Y | +86.4% | +49.3% | +37.1% | +76.1% |
| 5Y | +83.3% | -1.6% | +84.9% | +68.2% |
| All | +83.3% | -1.6% | +84.9% | +68.2% |
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 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