+408.9%
EMR vs SW
+743.1%
-334.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.6% | +2.1% |
| 7D | +1.6% | +12.1% | -10.4% | +0.6% |
| 30D | +5.0% | +6.6% | -1.6% | +4.4% |
| 3M | +7.7% | -6.0% | +13.7% | +8.2% |
| 6M | +26.8% | +21.5% | +5.3% | +24.7% |
| YTD | +29.9% | +20.3% | +9.5% | +27.7% |
| 1Y | +25.7% | +28.1% | -2.5% | +22.9% |
| 3Y | +95.4% | +51.6% | +43.8% | +89.2% |
| 5Y | +93.7% | -0.1% | +93.8% | +88.8% |
| 10Y | +340.4% | +189.7% | +150.7% | +305.6% |
| All | +408.9% | +743.1% | -334.1% | +341.8% |
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