+2,044.6%
SHW vs EMB
+132.1%
+1,912.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -9.5% | -0.3% | -9.2% | -9.3% |
| 3M | +11.5% | -0.4% | +11.9% | +11.9% |
| 6M | -3.5% | +0.1% | -3.7% | -3.3% |
| YTD | +3.7% | +1.6% | +2.1% | +3.0% |
| 1Y | -7.9% | +5.6% | -13.5% | -10.8% |
| 3Y | +24.7% | +29.8% | -5.1% | +7.0% |
| 5Y | +13.6% | +7.3% | +6.3% | +7.2% |
| 10Y | +283.0% | +30.4% | +252.5% | +234.0% |
| All | +2,044.6% | +132.1% | +1,912.5% | +1,534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling