+51.6%
SW vs EMB
+28.9%
+22.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +1.9% |
| 7D | +12.1% | +0.7% | +11.3% | +10.4% |
| 30D | +6.6% | +2.3% | +4.2% | +1.6% |
| 3M | -6.0% | -2.5% | -3.5% | -0.6% |
| 6M | +21.5% | -1.1% | +22.6% | +25.8% |
| YTD | +20.3% | -0.6% | +20.9% | +23.9% |
| 1Y | +28.1% | +0.6% | +27.5% | +29.3% |
| All | +51.6% | +28.9% | +22.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling