+15.0%
SHW vs EMB
+7.3%
+7.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.1% |
| 7D | -1.2% | +0.3% | -1.5% | -1.5% |
| 30D | -11.6% | -0.5% | -11.1% | -11.0% |
| 3M | +9.1% | +0.3% | +8.8% | +9.0% |
| 6M | -0.7% | +1.2% | -1.8% | -1.7% |
| YTD | +1.4% | +1.5% | -0.1% | 0.0% |
| 1Y | -12.3% | +4.8% | -17.1% | -16.8% |
| 3Y | +23.4% | +30.4% | -7.0% | -8.7% |
| 5Y | +15.0% | +7.3% | +7.8% | +5.9% |
| All | +15.0% | +7.3% | +7.7% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling