+15.0%
SHW vs EMR
+62.8%
-47.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | +3.1% | -4.2% | -2.4% |
| 30D | -11.6% | -3.5% | -8.1% | -10.3% |
| 3M | +9.1% | +9.8% | -0.7% | +4.8% |
| 6M | -0.7% | +10.8% | -11.4% | -5.2% |
| YTD | +1.4% | +15.9% | -14.6% | -5.6% |
| 1Y | -12.3% | +16.4% | -28.7% | -18.7% |
| 3Y | +23.4% | +62.1% | -38.7% | -3.0% |
| 5Y | +15.0% | +62.9% | -47.9% | -12.6% |
| All | +15.0% | +62.8% | -47.7% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling