+356.3%
EMR vs SW
+755.0%
-398.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.6% |
| 7D | -1.5% | -5.1% | +3.6% | -1.1% |
| 30D | -5.6% | -4.6% | -1.0% | -5.2% |
| 3M | +7.9% | +9.4% | -1.4% | +7.1% |
| 6M | +6.0% | +3.5% | +2.5% | +5.6% |
| YTD | +16.4% | +22.0% | -5.6% | +14.4% |
| 1Y | +16.6% | +2.2% | +14.4% | +15.9% |
| 3Y | +62.9% | +19.6% | +43.3% | +59.5% |
| 5Y | +60.1% | -2.3% | +62.4% | +56.2% |
| 10Y | +268.7% | +181.4% | +87.4% | +239.6% |
| All | +356.3% | +755.0% | -398.7% | +295.9% |
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