+743.1%
SW vs EMB
+124.4%
+618.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.7% |
| 7D | +12.1% | +0.7% | +11.3% | +11.8% |
| 30D | +6.6% | +2.3% | +4.2% | +5.6% |
| 3M | -6.0% | -2.5% | -3.5% | -5.0% |
| 6M | +21.5% | -1.1% | +22.6% | +22.3% |
| YTD | +20.3% | -0.6% | +20.9% | +21.1% |
| 1Y | +28.1% | +0.6% | +27.5% | +28.4% |
| 3Y | +51.6% | +28.4% | +23.2% | +41.4% |
| 5Y | -0.1% | +7.3% | -7.5% | -3.2% |
| 10Y | +189.7% | +29.8% | +159.9% | +170.9% |
| All | +743.1% | +124.4% | +618.6% | +667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling