+338.5%
SHW vs EMR
+279.1%
+59.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.7% | +2.7% | -2.0% | -0.4% |
| 30D | +8.4% | +2.1% | +6.3% | +7.4% |
| 3M | -2.2% | +2.3% | -4.5% | -3.3% |
| 6M | +13.3% | +22.5% | -9.2% | +3.4% |
| YTD | +9.2% | +27.2% | -18.0% | -2.6% |
| 1Y | +2.9% | +28.0% | -25.1% | -8.6% |
| 3Y | +41.1% | +103.4% | -62.3% | -0.2% |
| 5Y | +11.0% | +88.2% | -77.2% | -20.0% |
| All | +338.5% | +279.1% | +59.4% | +122.3% |
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