+280.4%
SHW vs EME
+1,362.1%
-1,081.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.7% |
| 7D | -3.1% | +3.5% | -6.6% | -4.1% |
| 30D | -10.0% | -6.3% | -3.7% | -8.6% |
| 3M | +2.3% | -3.8% | +6.0% | +2.1% |
| 6M | +0.7% | +8.5% | -7.8% | -3.3% |
| YTD | +0.5% | +27.8% | -27.3% | -8.6% |
| 1Y | -11.5% | +22.2% | -33.7% | -19.7% |
| 3Y | +21.3% | +253.5% | -232.1% | -27.4% |
| 5Y | +12.5% | +578.6% | -566.1% | -47.6% |
| All | +280.4% | +1,362.1% | -1,081.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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