+20,418.4%
SHW vs EMR
+4,039.8%
+16,378.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | -9.5% | -5.6% | -3.9% | -7.4% |
| 3M | +11.5% | +7.9% | +3.5% | +7.6% |
| 6M | -3.5% | +6.0% | -9.6% | -6.3% |
| YTD | +3.7% | +16.4% | -12.7% | -3.6% |
| 1Y | -7.9% | +16.6% | -24.5% | -14.8% |
| 3Y | +24.7% | +62.9% | -38.2% | -1.9% |
| 5Y | +13.6% | +60.1% | -46.5% | -11.2% |
| 10Y | +283.0% | +268.8% | +14.2% | +98.8% |
| All | +20,418.4% | +4,039.8% | +16,378.6% | +3,398.6% |
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 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