+340.7%
SHW vs EMB
+31.5%
+309.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +4.2% | +0.5% | +3.7% | +3.7% |
| 30D | +11.3% | +0.9% | +10.4% | +10.2% |
| 3M | -1.8% | -2.1% | +0.3% | +0.9% |
| 6M | +12.7% | -2.2% | +14.9% | +16.2% |
| YTD | +10.4% | -0.6% | +11.0% | +12.0% |
| 1Y | +4.7% | +0.2% | +4.5% | +5.3% |
| 3Y | +42.7% | +29.5% | +13.2% | +8.4% |
| 5Y | +14.5% | +8.0% | +6.6% | +5.9% |
| 10Y | +340.7% | +35.3% | +305.4% | +233.4% |
| All | +340.7% | +31.5% | +309.2% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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