+21,748.4%
SHW vs EMR
+4,438.6%
+17,309.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | +4.2% | +0.7% | +3.6% | +4.0% |
| 30D | +11.3% | +3.5% | +7.7% | +9.6% |
| 3M | -1.8% | +5.9% | -7.7% | -4.3% |
| 6M | +12.7% | +19.4% | -6.7% | +4.2% |
| YTD | +10.4% | +27.7% | -17.2% | -1.3% |
| 1Y | +4.7% | +30.9% | -26.2% | -7.5% |
| 3Y | +42.7% | +104.2% | -61.5% | +2.1% |
| 5Y | +14.5% | +89.6% | -75.1% | -16.5% |
| 10Y | +340.7% | +280.0% | +60.7% | +125.9% |
| All | +21,748.4% | +4,438.6% | +17,309.8% | +3,480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling