+284.1%
SHW vs EMR
+266.1%
+18.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | -11.4% | -5.0% | -6.4% | -9.5% |
| 3M | +3.5% | +5.9% | -2.4% | +0.7% |
| 6M | -3.4% | +7.3% | -10.7% | -6.7% |
| YTD | -0.3% | +14.6% | -14.9% | -6.9% |
| 1Y | -10.4% | +15.6% | -26.1% | -17.0% |
| 3Y | +21.3% | +60.2% | -38.9% | -4.9% |
| 5Y | +12.9% | +65.8% | -53.0% | -14.2% |
| 10Y | +284.1% | +277.4% | +6.7% | +87.1% |
| All | +284.1% | +266.1% | +18.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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