+45.6%
SHW vs EMB
+30.0%
+15.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +2.8% |
| 7D | +1.6% | +0.8% | +0.7% | +0.2% |
| 30D | +12.1% | +1.5% | +10.6% | +9.1% |
| 3M | -3.0% | -1.9% | -1.0% | +0.9% |
| 6M | +13.5% | -1.6% | +15.1% | +17.6% |
| YTD | +11.2% | 0.0% | +11.2% | +12.3% |
| 1Y | +6.2% | +1.1% | +5.2% | +5.4% |
| 3Y | +45.6% | +30.9% | +14.7% | +1.6% |
| All | +45.6% | +30.0% | +15.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling