+755.0%
SW vs EMB
+129.3%
+625.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | -0.3% | -4.3% | -4.4% |
| 3M | +9.4% | -0.4% | +9.8% | +9.7% |
| 6M | +3.5% | +0.1% | +3.4% | +3.7% |
| YTD | +22.0% | +1.6% | +20.4% | +21.7% |
| 1Y | +2.2% | +5.6% | -3.4% | +0.6% |
| 3Y | +19.6% | +29.8% | -10.2% | +10.8% |
| 5Y | -2.3% | +7.3% | -9.6% | -5.8% |
| 10Y | +181.4% | +30.4% | +150.9% | +161.2% |
| All | +755.0% | +129.3% | +625.7% | +671.1% |
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